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The impact of COVID-19 on the stock market crash risk in China

This study investigates the impact of the COVID-19 pandemic on the stock market crash risk in China. For this purpose, we first estimated the conditional skewness of the return distribution from a GARCH with skewness (GARCH-S) model as the proxy for the equity market crash risk of the Shanghai Stock...

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Detalles Bibliográficos
Autores principales:	Liu, Zhifeng, Huynh, Toan Luu Duc, Dai, Peng-Fei
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier B.V. 2021
Materias:	Full length Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8564423/ https://www.ncbi.nlm.nih.gov/pubmed/34744246 http://dx.doi.org/10.1016/j.ribaf.2021.101419

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