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The Effects of COVID-19 on Chinese Stock Markets: An EGARCH Approach

2020-05-28

Abstract excerpt

The 2019 novel Coronavirus disease (COVID-19) has greatly affected the financial markets, economies and societies around the world. This study is the first of its kind that focuses on the Chinese stock markets. Based on Google Trends data during 1 January – 12 April, 2020 and by using the exponential generalized autoregressive conditional heteroskedastic (EGARCH) model, this study finds that the higher uncertainty...

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Literature Corpus work: badf5fa5-ec05-5207-ae8f-c2beb2aa2eb4
DOI: 10.2139/ssrn.3612461

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