Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Emre Bulut, Cumali Marangoz, Muhammet Daştan
| Year of publication: |
2024
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|---|---|
| Authors: | Bulut, Emre ; Marangoz, Cumali ; Daştan, Muhammet |
| Published in: |
Eastern European economics : EEE. - New York, N.Y : International arts and sciences press, ISSN 1557-9298, ZDB-ID 2051894-8. - Vol. 62.2024, 1, p. 69-88
|
| Subject: | COVID-19 | stock market volatility | the MS-CAPM | Coronavirus | CAPM | Volatilität | Volatility | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Aktienmarkt | Stock market | Systemrisiko | Systemic risk | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00128775.2023.2173234 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014450713