Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach

Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach

The impact of the coronavirus (COVID-19) outbreak is visible in the global stock market. This study intents to investigate this issue for the Group of Seven countries (G7) using an Autoregressive Distributed Lags-Mixed Data Sampling (ARDL-MIDAS). The model allows to see how weekly stock indice...

Full description

Bibliographic Details
Main Authors: Ricky Chia Chee Jiun, Kosshini A/P Sreedharan, Mohd Fahmi Bin Ghazali, Nurshila Binti Ahmad
Format: Article
Language:English
English
Published: The Publisher 2023
Subjects:
JC348-497 Forms of the state
RA643-645 Disease (Communicable and noninfectious) and public health
Online Access:https://eprints.ums.edu.my/id/eprint/38227/1/ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/38227/2/FULL%20TEXT.pdf

Internet

https://eprints.ums.edu.my/id/eprint/38227/1/ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/38227/2/FULL%20TEXT.pdf

Similar Items