Open AccessAn assessment of volatility and leverage effect before and during the period of Covid-19: a study of selected international stock markets
Author(s) -
Amalendu Bhunia,
Soumya Sarathi Ganguly
Publication year - 2020
Publication title -
international journal of financial services management
Language(s) - English
Resource type - Journals
eISSN - 1741-8062
pISSN - 1460-6712
DOI - 10.1504/ijfsm.2020.10031151
Subject(s) - autoregressive conditional heteroskedasticity , leverage effect , volatility (finance) , covid-19 , leverage (statistics) , stock (firearms) , financial economics , econometrics , economics , pandemic , business , monetary economics , statistics , geography , mathematics , medicine , disease , archaeology , infectious disease (medical specialty) , pathology