Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective

Understanding the impact of infectious disease pandemic on stock market volatility is of great concerns for investors and policy makers, especially during recent new coronavirus spreading period. Using an extended GARCH-MIDAS model and a newly developed Infectious Disease Equity Market Volatility Tr...

Descripción completa

Detalles Bibliográficos
Autores principales: Bai, Lan, Wei, Yu, Wei, Guiwu, Li, Xiafei, Zhang, Songyun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7391063/
https://www.ncbi.nlm.nih.gov/pubmed/32837383
http://dx.doi.org/10.1016/j.frl.2020.101709

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7391063/
https://www.ncbi.nlm.nih.gov/pubmed/32837383
http://dx.doi.org/10.1016/j.frl.2020.101709

Ejemplares similares