Understanding the effects of COVID-19 on regime switching behaviour of Asian stock markets
Bhaskar Bagchi and Raktim Ghosh
| Year of publication: |
2023
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|---|---|
| Authors: | Bagchi, Bhaskar ; Ghosh, Raktim |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 16.2023, 5, p. 397-416
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| Subject: | Asian economies | break-point unit root test | Co-integration | COVID-19 | Markov regime-switching model | stock markets | Wald test | Aktienmarkt | Stock market | Coronavirus | Markov-Kette | Markov chain | Asien | Asia | Börsenkurs | Share price | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Ostasien | East Asia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2023.135665 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066051