The impact of COVID-19 shocks on the volatility of stock markets in technologically advanced countries
This study examines the volatility of China and the most advanced countries of the world stock markets due to the pandemic of COVID-19 using the TGARCH model. This research study presents empirical support for the TGARCH specification for explaining the daily time dependence in the rate of informati...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2021-06-01
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| Series: | Ekonomska Istraživanja |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/1331677X.2021.1936112 |