To what extent does COVID-19 drive stock market volatility? : a comparison between the U.S. and China
Year of publication: |
2022
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Authors: | Gao, Xue ; Ren, Yixin ; Umar, Muhammad |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,2, p. 1686-1706
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Subject: | stock volatility | COVID-19 | quantile-on-quantile | wavelet transform | China | Coronavirus | USA | United States | Volatilität | Volatility | Aktienmarkt | Stock market | Vergleich | Comparison | Börsenkurs | Share price | ARCH-Modell | ARCH model | Wirkungsanalyse | Impact assessment |
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