COVID-19 and stock returns : evidence from the Markov switching dependence approach
Ahmed Bouteska, Taimur Sharif, Mohammad Zoynul Abedin
| Year of publication: |
2023
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|---|---|
| Authors: | Bouteska, Ahmed ; Sharif, Taimur ; Abedin, Mohammad Zoynul |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-21
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| Subject: | COVID-19 | GJR-GARCH model | Markov regime-switching model | SJC copula functions | US stock markets | Coronavirus | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | USA | United States | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101882 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279046