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How COVID-19 has affected stock market persistence? Evidence from the G7’s

This paper examines how COVID-19 pandemic has affected volatility persistence in the G7’s stock markets. Based on daily data we divided the whole sample into two sub-samples according to its breakpoints and found that they occurred right after the declaration of COVID-19 pandemic by the World Health...

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Detalles Bibliográficos
Autor principal: Bentes, Sónia R.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758866/
https://www.ncbi.nlm.nih.gov/pubmed/36569376
http://dx.doi.org/10.1016/j.physa.2021.126210