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Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach
Various studies have been conducted to examine the effect of COVID-19 on stock prices. However, these studies failed to examine the effect across quantile distributions of both dependent and independent variables. This study pays particular attention to the emerging 7 countries and examines the effe...
Autores principales: | Hashmi, Shabir Mohsin, Chang, Bisharat Hussain, Rong, Li |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8427978/ https://www.ncbi.nlm.nih.gov/pubmed/34522058 http://dx.doi.org/10.1016/j.ribaf.2021.101485 |
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