COVID-19 and stock returns: Evidence from the Markov switching dependence approach

This paper aims to investigate the regime-switching and time-varying dependence between the COVID-19 pandemic and the US stock markets using a Markov-switching framework. It makes two contributions to the empirical literature by showing that: (a) the variations of the daily reported COVID-19 cases a...

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Detalles Bibliográficos
Autores principales: Bouteska, Ahmed, Sharif, Taimur, Abedin, Mohammad Zoynul
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Authors. Published by Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9850423/
https://www.ncbi.nlm.nih.gov/pubmed/36691402
http://dx.doi.org/10.1016/j.ribaf.2023.101882

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9850423/
https://www.ncbi.nlm.nih.gov/pubmed/36691402
http://dx.doi.org/10.1016/j.ribaf.2023.101882

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