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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2020
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| Materias: | |
| 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 |