Stock market reactions to COVID-19 : analysing random walk process for U.S. and Nigerian stock market using GARCH model
Hodo Bassey Riman, Peter Kekung Bessong, Eyo Itam Eyo, Anthony Ogar, Enya G. Emori & Egu U. Inah
| Year of publication: |
2024
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|---|---|
| Authors: | Riman, Hodo Bassey ; Bessong, Peter Kekung ; Eyo, Eyo Itam ; Ogar, Anthony ; Emori, Enya G. ; Inah, Egu U. |
| Published in: |
African journal of business & economic research : AJBER. - London : Adonis & Abbey, ISSN 1750-4562, ZDB-ID 2548758-9. - Vol. 19.2024, 4 (1.12.), p. 547-567
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| Subject: | COVID-19 | Emerging markets | Equity prices | GARCH model | Stock market returns | Structural break | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Coronavirus | Börsenkurs | Share price | Schwellenländer | Emerging economies | USA | United States | Kapitaleinkommen | Capital income | Nigeria | Random Walk | Random walk | Strukturbruch | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.31920/1750-4562/2024/v19n4a25 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015329806