Response of stock market volatility to COVID-19 announcements and stringency measures : a comparison of developed and emerging markets
Walid Bakry, Peter John Kavalmthara, Vivienne Saverimuttu, Yiyang Liu, Sajan Cyril
| Year of publication: |
2022
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|---|---|
| Authors: | Bakry, Walid ; Kavalmthara, Peter John ; Saverimuttu, Vivienne ; Liu, Yiyang ; Cyril, Sajan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-10
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| Subject: | Emerging markets | COVID-19 announcements | Developed markets | GJR-GARCH | Stock market volatility | Schwellenländer | Emerging economies | Coronavirus | Ankündigungseffekt | Announcement effect | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Industrieländer | Industrialized countries | Vergleich | Comparison | Wirkungsanalyse | Impact assessment | Entwicklungsländer | Developing countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102350 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013341460