VOLATILITY PERSISTENCE IN INTERNATIONAL FINANCIAL MARKETS IN THE POST COVID-19 ERA
The long-term behaviour of stock markets are of significant importance to asset managers and financial experts due to its direct link with security price valuation. Volatility persistence has a significant impact on the returns of security prices due to its time varying properties. However, there i...
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| Format: | Article |
| Language: | English |
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Universiti Utara Malaysia
2023-06-01
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| Series: | The International Journal of Banking and Finance |
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| Online Access: | https://e-journal.uum.edu.my/index.php/ijbf/article/view/17155 |