The effect of COVID ‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics
Author:
Affiliation:
1. School of Business The American University in Cairo Cairo Egypt
2. Faculty of Management Technology German University in Cairo New Cairo Egypt
Publisher
Wiley
Subject
Political Science and International Relations,Public Administration
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/pa.2761
Reference44 articles.
1. Financial contagion during COVID–19 crisis
2. Estimating stock market volatility using asymmetric GARCH models
3. COVID-19 and the United States financial markets’ volatility
4. COVID-19 and stock market volatility: An industry level analysis
5. Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic
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3. Developing and developed Mediterranean stock exchanges: Interdependence in periods of crisis and stability;Studia Universitatis Babeș-Bolyai Negotia;2024-06-30
4. Impact of COVID-19 Crisis on Volatility Spillovers across Global Financial Markets: Evidence from Asymmetric GARCH Models;Journal of Economic Integration;2024-06-15
5. Correction to: “The effect of COVID‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics”;Journal of Public Affairs;2024-06-10
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