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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier B.V.
2021
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| 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 |