COVID-19 pandemic and financial market volatility: A quantile regression approach
The study examined the nexus between the COVID-19 pandemic and the market volatility of the global markets. For this purpose, a 30-country sample was used based on the most COVID-19 cases and deaths during the study period, from January 1 to December 12, 2020. We employed panel quantile regression a...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-10-01
|
| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844023083391 |