The effect of COVID‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics
Author's Department
Accounting Department
Second Author's Department
School of Business Financial Center or Citadel Capital Financial Services Center
Fourth Author's Department
Management Department
Document Type
Research Article
Publication Title
Journal of Public Affairs
Publication Date
9-23-2021
doi
10.1002/pa.2761
Recommended Citation
APA Citation
Basuony, M.
Bouaddi, M.
Ali, H.
&
EmadEldeen, R.
(2021). The effect of COVID‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics. Journal of Public Affairs, 22,
10.1002/pa.2761
https://fount.aucegypt.edu/faculty_journal_articles/5637
MLA Citation
Basuony, Mohamed A. K., et al.
"The effect of COVID‐19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics." Journal of Public Affairs, vol. 22, 2021,
https://fount.aucegypt.edu/faculty_journal_articles/5637