Impact of early COVID-19 pandemic on the US and European stock markets and volatility forecasting
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
|
Subject: | COVID-19 | CCA model | implied volatility | forecasting accuracy | informational efficiency | Volatilität | Volatility | Coronavirus | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries | USA | United States | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Prognose | Forecast | Epidemie | Epidemic |
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