Assessing conditional volatility due to trade war in the G-7 stock markets
We investigate dynamic conditional correlations between Trade War on the stock markets of G-7 Countries using DCC Garch Modeling evidencing that strong market efficiency has an inverse relationship with stock market volatility. However, as the Trade War is between China and USA, there is probability...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-01-01
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| Series: | Social Sciences and Humanities Open |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S259029112300373X |