Impact of early COVID-19 pandemic on the US and European stock markets and volatility forecasting
Mohammad Mazibar Rahman, Chi Guotai, Anupam Das Gupta, Mahmud Hossain and Mohammad Zoynul Abedin
| Year of publication: |
2022
|
|---|---|
| Authors: | Rahman, Mohammad Mazibar ; Chi, Guotai ; Gupta, Anupam Das ; Hossain, Mahmud ; Abedin, Mohammad Zoynul |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,4, p. 3591-3608
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| Subject: | COVID-19 | CCA model | implied volatility | forecasting accuracy | informational efficiency | Volatilität | Volatility | Coronavirus | USA | United States | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries | Aktienmarkt | Stock market | Epidemie | Epidemic | Börsenkurs | Share price | Informationseffizienz | Informational efficiency | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2021.1997626 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384447