The Dynamic Impact of COVID-19 Pandemic on Stock Returns: A TVP-VAR-SV Estimation for G7 Countries
The COVID-19 pandemic has profoundly and negatively impacted the global stock markets. Hence, we investigated the time-varying impact of the COVID-19 pandemic on stock returns during the period from January 27, 2020 to December 23, 2021 using the TVP-VAR-SV model and used G7 countries as our researc...
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Frontiers Media S.A.,
2022-04-01T00:00:00Z.
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