Analysis of Stock Returns with Respect to Covid-19 Pandemic and War in Ukraine
Denné výnosy akcií S&P 500, DAX a FTSE 100 na Markovovom prepínacom modeli (MSM) a prierezovej štandardnej odchýlke. Počas analyzovaného obdobia od 3. januára 2018 do 30. marca 2022 boli pokojné, aj turbulentné obdobia (pandémia Covid-19 a vojna na Ukrajine). Dvojrežimový MSM s cieľom zachytiť špeci...
Enregistré dans:
| Auteur principal: | |
|---|---|
| Format: | Chapitre de livre |
| Langue: | anglais |
| Sujets: | |
| Tags: |
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires: Analysis of Stock Returns with Respect to Covid-19 Pandemic and War in Ukraine
- The Impact of the Covid-19 Outbreak on the Shangai Stock Exchange Composite Index
- Bond Yields and Stock Returns Comparison Using Wavelet Semblance Analysis
- Forecasting VIX with Stock and Oil Prices
- Modelling of PX Stock Returns during Calm and Crisis Periods: A Markov Switching Approach
- Volatility analysis of the stock returns in the V4 countries
- Stock Performance During Covid-19 Pandemic by Sector: Conditional Value at Risk Approach