Breakpoint Analysis for the COVID-19 Pandemic and Its Effect on the Stock Markets

In this research, statistical models are formulated to study the effect of the health crisis arising from COVID-19 in global markets. Breakpoints in the price series of stock indexes are considered. Such indexes are used as an approximation of the stock markets in different countries, taking into ac...

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Bibliographic Details
Main Authors: Karime Chahuán-Jiménez, Rolando Rubilar, Hanns de la Fuente-Mella, Víctor Leiva
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/1/100