The role of Covid-19 for Chinese stock returns: evidence from a GARCHX model
Author:
Affiliation:
1. Department of Economics and Finance, University of Derby, Derby, UK
2. Department of Business Administration, University of Huddersfield, Huddersfield, UK
Funder
research did not receive any specific
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.1080/16081625.2020.1816185
Reference36 articles.
1. Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns
2. Stock returns and interest rates around the World: A panel data approach
3. Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis
4. Generalized autoregressive conditional heteroskedasticity
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