The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
Year of publication: |
2023
|
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Authors: | Salman, Asma ; Chang, Bisharat Hussain ; Abdul Razzaq, Muthanna G. ; Wong, Wing Keung ; Uddin, Mohammed Ahmar |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 18.2023, 4, Art.-No. 2350008, p. 1-22
|
Subject: | emerging seven stock markets | ID-EMV index | quantile cointegration | quantile-on-quantile regression | Aktienmarkt | Stock market | Kointegration | Cointegration | Börsenkurs | Share price | Aktienindex | Stock index | Volatilität | Volatility | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Infektionskrankheit | Infectious disease |
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