The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets

Uncertainty surrounding COVID-19 is widespread. We investigate the timing and quantify the impact of COVID-19 related uncertainty on returns and volatility for regional market aggregates using ARCH/GARCH models. Drawing upon economic psychology, COVID-19 related uncertainty is measured by searches f...

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Detalles Bibliográficos
Autores principales: Szczygielski, Jan Jakub, Bwanya, Princess Rutendo, Charteris, Ailie, Brzeszczyński, Janusz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7835099/
https://www.ncbi.nlm.nih.gov/pubmed/33519309
http://dx.doi.org/10.1016/j.frl.2021.101945

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7835099/
https://www.ncbi.nlm.nih.gov/pubmed/33519309
http://dx.doi.org/10.1016/j.frl.2021.101945

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