The Heterogeneous Effects of COVID-19 Outbreak on Stock Market Returns and Volatility: Evidence from Panel Quantile Regression Model
The purpose of this study is to probe the impact of the novel coronavirus (COVID-19) outbreak on stock market returns and volatility in developed markets. We employ a panel quantile regression model to capture unobserved individual heterogeneity and distributional heterogeneity. The study's fin...
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| Main Authors: | , , , |
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| Format: | EJournal Article |
| Published: |
Faculty of Economic and Business,
2021-11-02.
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| Subjects: | |
| Online Access: | Get Fulltext |
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| Call Number: |
A1234.567 |
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| Copy 1 | Available |