Showing 31 - 40 of 110
This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for the stock market crash risk. The empirical results show...
Persistent link: https://www.econbiz.de/10012510333
Persistent link: https://www.econbiz.de/10012511586
Persistent link: https://www.econbiz.de/10012658939
Persistent link: https://www.econbiz.de/10012665431
Persistent link: https://www.econbiz.de/10012667636
Persistent link: https://www.econbiz.de/10012486519
Persistent link: https://www.econbiz.de/10012519587
Persistent link: https://www.econbiz.de/10012519591
Voluminous vaccine campaigns are used globally since the COVID-19 pandemic owes devastating mortality and destructively unprecedented consequences on different aspects of economies. Notwithstanding different approaches to measure the effectiveness of COVID-19 vaccines in clinical medicines, this...
Persistent link: https://www.econbiz.de/10012650179
Persistent link: https://www.econbiz.de/10012652574