COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?

This investigation employed the Asymmetric Power GARCH model and found that COVID-19 substantially harms the US and Japan's market returns. Moreover, COVID-19 has influenced the variance of the US, Germany, and Italy's stock markets more than the Global Financial Crises (GFC). However, GFC...

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Detalles Bibliográficos
Autores principales: Shehzad, Khurram, Xiaoxing, Liu, Kazouz, Hayfa
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7318935/
https://www.ncbi.nlm.nih.gov/pubmed/32837374
http://dx.doi.org/10.1016/j.frl.2020.101669

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7318935/
https://www.ncbi.nlm.nih.gov/pubmed/32837374
http://dx.doi.org/10.1016/j.frl.2020.101669

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