The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index.

Apergis, Nicholas; Mustafa, Ghulam; Malik, Shafaq

Apergis, Nicholas; Mustafa, Ghulam; Malik, Shafaq.

Afiliação

Apergis N; Department of Banking and Financial Management, University of Piraeus, Greece.
Mustafa G; Discipline of Accounting, Economics, and Finance, Derby Business School, University of Derby, Kedleston Rd, Derby DE22 1GB, United Kingdom.
Malik S; Department of Economics, Finance & Entrepreneurship, Aston Business School, Aston University, Birmingham B4 7ET United Kingdom.

Q Rev Econ Finance ; 89: 27-35, 2023 Jun.

Article em En | MEDLINE | ID: mdl-36908507

Palavras-chave

COVID-19; Forecasting; Quantile-on-quantile regression; VIX

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Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Idioma: En Revista: Q Rev Econ Finance Assunto da revista: SERVICOS DE SAUDE Ano de publicação: 2023 Tipo de documento: Article País de afiliação: Grécia País de publicação: Estados Unidos

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