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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Main Authors: | Ricky Chia Chee Jiun, Kosshini A/P Sreedharan, Mohd Fahmi Bin Ghazali, Nurshila Binti Ahmad |
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Format: | Article |
Language: | English English |
Published: |
The Publisher
2023
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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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