Article: COVID-19 and market risk: An assessment of the G-20 nations.
2020 Volume 21, Issue 4, Page(s) e2590
Abstract: The study has attempted to study the impact of COVID-19 on downside stock market risk in the G-20 ... nations using Vaue-at-Risk models. The findings of the study suggest that all the G-20 nations have ... experienced very high level of risk during Global Financial Crisis and COVID-19 as all the countries' ...
| Abstract | The study has attempted to study the impact of COVID-19 on downside stock market risk in the G-20 nations using Vaue-at-Risk models. The findings of the study suggest that all the G-20 nations have experienced very high level of risk during Global Financial Crisis and COVID-19 as all the countries' stock markets are critical during these two periods, but the magnitude of risk is found to be highest during COVID-19 period compared to other regimes in most of the countries. However, one shocking revelation is that China is found to be on safe zone having very less market risk, whereas all other countries are found to be critical. |
|---|---|
| Language | English |
| Publishing date | 2020-12-21 |
| Publishing country | England |
| Document type | Journal Article |
| ZDB-ID | 2080323-0 |
| ISSN | 1479-1854 ; 1472-3891 |
| ISSN (online) | 1479-1854 |
| ISSN | 1472-3891 |
| DOI | 10.1002/pa.2590 |
| Database | MEDical Literature Analysis and Retrieval System OnLINE |
Full text online
More links
Kategorien
Order via subito
This service is chargeable due to the Delivery terms set by subito. Orders including an article and supplementary material will be classified as separate orders. In these cases, fees will be demanded for each order.