Effects of the COVID-19 pandemic on stock market returns and volatilities : evidence from selected emerging economies
Year of publication: |
2022
|
---|---|
Authors: | Rakshit, Bijoy ; Neog, Yadawananda |
Subject: | COVID-19 pandemic | EGARCH | GFC | Returns and volatility | Volatilität | Volatility | Coronavirus | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | ARCH-Modell | ARCH model |
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