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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| Materias: | |
| 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 |