The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model()

We investigate the impact of Covid-19 on stock markets across G7 countries and their business sectors. We highlight the synchronicity and severity of this unprecedented crisis. We find strong transition evidence to a crisis regime in all countries and sectors, yet crisis intensity and timings vary....

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Detalles Bibliográficos
Autores principales: Izzeldin, Marwan, Muradoğlu, Yaz Gülnur, Pappas, Vasileios, Sivaprasad, Sheeja
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759990/
https://www.ncbi.nlm.nih.gov/pubmed/36567808
http://dx.doi.org/10.1016/j.irfa.2021.101671

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759990/
https://www.ncbi.nlm.nih.gov/pubmed/36567808
http://dx.doi.org/10.1016/j.irfa.2021.101671

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