Market Reactions to COVID-19: Does Systemic Risk Vary Across Industries? A Markov-Switching CAPM Approach.

Autor: Bulut, Emre1,2, Marangoz, Cumali3 cmarangoz@agri.edu.tr, Daştan, Muhammet3
Zdroj: Eastern European Economics. Jan2024, Vol. 62 Issue 1, p69-88. 20p.
Databáze: Business Source Ultimate