Assessing the impact of COVID-19 on major industries in Japan : a dynamic conditional correlation approach
Masayasu Kanno
| Year of publication: |
2021
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| Authors: | Kanno, Masayasu |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-20
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| Subject: | COVID-19 | Composite stock index | Dynamic conditional correlation (DCC) | Multivariate GARCH | Sector and regional analysis | Japan | Coronavirus | Korrelation | Correlation | ARCH-Modell | ARCH model | Aktienindex | Stock index | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101488 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013286740