The impacts of Covid-19 pandemic on the smooth transition dynamics of stock market index volatilities for the Four Asian Tigers and Japan
Day-Yang Liu, Chun-Ming Chen, Yi-Kai Su
| Year of publication: |
2021
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| Authors: | Liu, Day-Yang ; Chen, Chun-Ming ; Su, Yi Kai |
| Published in: |
International Journal of Research in Business and Social Science : IJRBS. - Istanbul, Turkey : School of Business, İMU, ISSN 2147-4478, ZDB-ID 2719183-7. - Vol. 10.2021, 4, S, p. 183-194
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| Subject: | COVID-19 | ST-GARCH | Four Asian Tigers | structure change | Japan | Coronavirus | Südkorea | South Korea | Singapur | Singapore | Volatilität | Volatility | Hongkong | Hong Kong | Taiwan | Aktienindex | Stock index | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.20525/ijrbs.v10i4.1177 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012595980