Showing 1 - 10 of 323,467
Persistent link: https://www.econbiz.de/10014414209
Persistent link: https://www.econbiz.de/10013349117
Persistent link: https://www.econbiz.de/10013259168
Persistent link: https://www.econbiz.de/10013253673
The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global financial stock market indices. We study the impact...
Persistent link: https://www.econbiz.de/10012485328
Persistent link: https://www.econbiz.de/10012430868
The emerging coronavirus pandemic (COVID-19) outbreak in 2020 had a huge impact on world financial markets. It has developed unmatched risk, resulting in large losses for investors within a very short period of time
Persistent link: https://www.econbiz.de/10014351744
Persistent link: https://www.econbiz.de/10014470539
Persistent link: https://www.econbiz.de/10014328731
"low" and "high" volatility periods. These periods are determined by estimating asset dynamics using a SWARCH process. Our … results suggest that securities volatility is higher during periods of financial or economic instability. We use these results … to evaluate the impact of news during "low" and "high" volatility periods using a GARCH model. News effects, especially …
Persistent link: https://www.econbiz.de/10013108222