The effects of epidemics on capital markets volatility: A case study of Borsa Istanbul
This study examines the effects of epidemics like H1N1, MERS and EBOLA on the volatility of capital markets through the case of Borsa Istanbul. The data set covers the period from 1/2/2009 – 8/11/2020 and consists of daily frequency observations. In the study, first, the appropriate volatility mod...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Alexandru Ioan Cuza University of Iasi
2021-05-01
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| Series: | CES Working Papers |
| Subjects: | |
| Online Access: | https://ceswp.uaic.ro/articles/CESWP2021_XIII1_GUZ.pdf |