Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach

• Main Authors: Ricky Chia Chee Jiun, Kosshini A/P Sreedharan, Mohd Fahmi Bin Ghazali, Nurshila Binti Ahmad
• Format: Article
• Language: English; English
• Published: The Publisher 2023
• Subjects: JC348-497 Forms of the state; RA643-645 Disease (Communicable and noninfectious) and public health
• Online Access: https://eprints.ums.edu.my/id/eprint/38227/1/ABSTRACT.pdf; https://eprints.ums.edu.my/id/eprint/38227/2/FULL%20TEXT.pdf; https://eprints.ums.edu.my/id/eprint/38227/; https://doi.org/10.5281/zenodo.7968699

The impact of the coronavirus (COVID-19) outbreak is visible in the global stock market. This study intents to investigate this issue for the Group of Seven countries (G7) using an Autoregressive Distributed Lags-Mixed Data Sampling (ARDL-MIDAS). The model allows to see how weekly stock indice...