The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Nicholas Apergis, Ghulam Mustafa, Shafaq Malik
| Year of publication: |
2023
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| Authors: | Apergēs, Nikolaos ; Mustafa, Ghulam ; Malik, Shafaq |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 89.2023, p. 27-35
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| Subject: | COVID-19 | Forecasting | Quantile-on-quantile regression | VIX | Coronavirus | Volatilität | Volatility | USA | United States | Aktienindex | Stock index | Wirkungsanalyse | Impact assessment | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Epidemie | Epidemic | Regressionsanalyse | Regression analysis | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014428131