Impact of the COVID-19 Pandemic on China's Stock Market Volatility, During and After the Outbreak: Evidence From an ARDL Approach
PurposeIn this study, we empirically investigate the impact of the COVID-19 pandemic on China's stock price volatility during and after its initial outbreak, using time-series daily data covering the period from July to October, 2020 and 2021, respectively.Design/Methodology/ApproachIn the esti...
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2022-05-01
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| Series: | Frontiers in Public Health |
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| Online Access: | https://www.frontiersin.org/articles/10.3389/fpubh.2022.810102/full |