The interactions between COVID-19 cases in the USA, the VIX index and major stock markets
Year of publication: |
2021
|
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Authors: | Grima, Simon ; Özdemir, Letife ; Özen, Ercan ; Romānova, Inna |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 9.2021, 2, Art.-No. 26, p. 1-19
|
Subject: | co-integration test | COVID-19 pandemic | fear index | fully modified least squares method | stock markets | USA | United States | Coronavirus | Aktienmarkt | Stock market | Aktienindex | Stock index | Börsenkurs | Share price | Kointegration | Cointegration | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs9020026 [DOI] hdl:10419/257771 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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