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.

Detalles Bibliográficos
Autor principal: Xu, Dinghai
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8462791/
http://dx.doi.org/10.1016/j.iref.2021.09.015
_version_ 1784572274663227392
author Xu, Dinghai
author_facet Xu, Dinghai
author_sort Xu, Dinghai
collection PubMed
description 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.
format Online
Article
Text
id pubmed-8462791
institution National Center for Biotechnology Information
language English
publishDate 2022
publisher Elsevier Inc.
record_format MEDLINE/PubMed
spelling pubmed-84627912021-09-27 Canadian stock market volatility under COVID-19 Xu, Dinghai International Review of Economics & Finance Article 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. Elsevier Inc. 2022-01 2021-09-24 /pmc/articles/PMC8462791/ http://dx.doi.org/10.1016/j.iref.2021.09.015 Text en © 2021 Elsevier Inc. All rights reserved. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.
spellingShingle Article
Xu, Dinghai
Canadian stock market volatility under COVID-19
title Canadian stock market volatility under COVID-19
title_full Canadian stock market volatility under COVID-19
title_fullStr Canadian stock market volatility under COVID-19
title_full_unstemmed Canadian stock market volatility under COVID-19
title_short Canadian stock market volatility under COVID-19
title_sort canadian stock market volatility under covid-19
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8462791/
http://dx.doi.org/10.1016/j.iref.2021.09.015
work_keys_str_mv AT xudinghai canadianstockmarketvolatilityundercovid19

Ejemplares similares