Covid-19’s adverse effects on a stock market index
نویسندگان
چکیده
منابع مشابه
Revisiting stock market index correlations
a r t i c l e i n f o a b s t r a c t Comovement of stock market indices increases during volatile periods, and does not come down when the turmoil settles down. This paper explains formation of persistent comovements during high volatility periods with theories from Bayesian learning. My main conclusion is that the correlation that is formed during the high volatility period is persistent beca...
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ژورنال
عنوان ژورنال: Applied Economics Letters
سال: 2020
ISSN: 1350-4851,1466-4291
DOI: 10.1080/13504851.2020.1803481