¿Qué tan sensibles son los mercados financieros al brote por COVID-19? Evidencia de los mercados de Estados Unidos y Colombia
Alternative title: | How sensitive are financial markets to COVID-19 outbreak? Evidence from the United States and Colombia markets |
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Year of publication: |
2023
|
Authors: | Ramírez Quintero, James Duvan ; Marulanda Piedrahita, Jefferson ; Tovar Cuevas, José Rafael ; Manotas-Duque, Diego Fernando |
Published in: |
Revista de Métodos Cuantitativos para la Economía y la Empresa. - ISSN 1886-516X. - Vol. 36.2023, p. 1-23
|
Publisher: |
Sevilla : Universidad Pablo de Olavide |
Subject: | Market risk | Volatility | Value at risk | Median Shortfall | Crisis | COVID-19 | Financial markets |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | Spanish |
Other identifiers: | 10.46661/rev.metodoscuant.econ.empresa.6431 [DOI] 1878452029 [GVK] hdl:10419/286317 [Handle] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G24 - Investment Banking; Venture Capital; Brokerage |
Source: |
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Ramírez Quintero, James Duvan, (2023)
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