Asymmetric effect of COVID-19 pandemic on E7 stock indices : evidence from quantile-on-quantile regression approach
Shabir Mohsin Hashmi, Bisharat Hussain Chang, Li Rong
| Year of publication: |
2021
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| Authors: | Hashmi, Shabir ; Chang, Bisharat Hussain ; Rong, Li |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-11
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| Subject: | COVID-19 | E7 stock markets | Quantile cointegration | Quantile-on-quantile regression | Coronavirus | Regressionsanalyse | Regression analysis | Aktienindex | Stock index | Kointegration | Cointegration | Börsenkurs | Share price | Aktienmarkt | Stock market | Epidemie | Epidemic | Schätzung | Estimation | 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.2021.101485 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013286577