COVID-19 and financial market response in China: Micro evidence and possible mechanisms
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DOI: 10.1371/journal.pone.0256879
Abstract: This paper uses event study based on the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model to study the impact of the COVID-19 outbreak on China’s financial market. It finds that the pandemic had an overall significant… read more here.
Keywords: covid financial; market; financial market; market response ... See more keywords