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COVID-19 by gado sema is a document available to read on EtoBox.

What is COVID-19 about?

This paper investigates the impact of COVID-19 on stock indices volatility by analyzing both long-memory persistence and structural breaks using a comprehensive dataset of 16 international stock market indices. The study employs various models, including GARCH and Markov-Switching models, to assess how the pandemic has influenced volatility regimes, finding that the first wave of COVID-19 had a significantly greater impact than subsequent waves. The findings highlight the importance of accurately modeling v

Author

gado sema

Language

EN