Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach
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...
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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 |
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my.ums.eprints.382272024-02-09T07:52:16Z https://eprints.ums.edu.my/id/eprint/38227/ Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach Ricky Chia Chee Jiun Kosshini A/P Sreedharan Mohd Fahmi Bin Ghazali Nurshila Binti Ahmad JC348-497 Forms of the state RA643-645 Disease (Communicable and noninfectious) and public health 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 indices return of G7 countries respond to the daily COVID-19 cases growth. The findings indicate that COVID-19 has a varied impact on each of the G7 countries‟ stock indices due to measures taken by the government to curb COVID-19 spread and stimulus package introduction, as well as the development of vaccines The Publisher 2023 Article NonPeerReviewed text en https://eprints.ums.edu.my/id/eprint/38227/1/ABSTRACT.pdf text en https://eprints.ums.edu.my/id/eprint/38227/2/FULL%20TEXT.pdf Ricky Chia Chee Jiun and Kosshini A/P Sreedharan and Mohd Fahmi Bin Ghazali and Nurshila Binti Ahmad (2023) Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach. Empirical Economics Letters, 22 (3). pp. 1-10. ISSN 1681 8997 https://doi.org/10.5281/zenodo.7968699 |
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JC348-497 Forms of the state RA643-645 Disease (Communicable and noninfectious) and public health Ricky Chia Chee Jiun Kosshini A/P Sreedharan Mohd Fahmi Bin Ghazali Nurshila Binti Ahmad Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach |
description |
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 indices return of G7 countries respond to the daily COVID-19 cases
growth. The findings indicate that COVID-19 has a varied impact on each of the G7
countries‟ stock indices due to measures taken by the government to curb COVID-19 spread
and stimulus package introduction, as well as the development of vaccines |
format |
Article |
author |
Ricky Chia Chee Jiun Kosshini A/P Sreedharan Mohd Fahmi Bin Ghazali Nurshila Binti Ahmad |
author_facet |
Ricky Chia Chee Jiun Kosshini A/P Sreedharan Mohd Fahmi Bin Ghazali Nurshila Binti Ahmad |
author_sort |
Ricky Chia Chee Jiun |
title |
Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach |
title_short |
Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach |
title_full |
Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach |
title_fullStr |
Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach |
title_full_unstemmed |
Group of Seven (G7) Countries Stock Markets Returns during COVID-19 Outbreak: An ARDL-MIDAS Approach |
title_sort |
group of seven (g7) countries stock markets returns during covid-19 outbreak: an ardl-midas approach |
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The Publisher |
publishDate |
2023 |
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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 |
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