The nexus between COVID-19 fear and stock market volatility
This study described an empirical link between COVID-19 fear and stock market volatility. Studying COVID-19 fear with stock market volatility is crucial for planning adequate portfolio diversification in international financial markets. The study used AR (1) – GARCH (1,1) to measure stock market vol...
Main Authors: | Weiqing Li, Fengsheng Chien, Hafiz Waqas Kamran, Talla M Aldeehani, Muhammad Sadiq, Van Chien Nguyen, Farhad Taghizadeh-Hesary |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2021-04-01
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Series: | Ekonomska Istraživanja |
Subjects: | |
Online Access: | http://dx.doi.org/10.1080/1331677X.2021.1914125 |
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