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Canadian stock market volatility under COVID-19
This paper focuses on investigating the impacts of the novel coronavirus (COVID-19) on the Canadian stock market volatility from a time-varying parameter volatility model point of view.
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier Inc.
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8462791/ http://dx.doi.org/10.1016/j.iref.2021.09.015 |