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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.

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

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