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COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?
This investigation employed the Asymmetric Power GARCH model and found that COVID-19 substantially harms the US and Japan's market returns. Moreover, COVID-19 has influenced the variance of the US, Germany, and Italy's stock markets more than the Global Financial Crises (GFC). However, GFC...
Guardat en:
| Publicat a: | Financ Res Lett |
|---|---|
| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier Inc.
2020
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7318935/ https://ncbi.nlm.nih.gov/pubmed/32837374 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101669 |
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