Canadian Stock Market Volatility under COVID-19

Dinghai Xu

No 2001, Working Papers from University of Waterloo, Department of Economics

Abstract: This paper focuses on investigating the impacts of the novel coronavirus (COVID-19) on the Canadian stock market volatility from a time-varying parameter volatility model point of view.

JEL-codes: C22 C58 G18 (search for similar items in EconPapers)
Pages: 11 pages
Date: 2020-05, Revised 2020-05
New Economics Papers: this item is included in nep-fmk, nep-gen, nep-ore and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://uwaterloo.ca/economics/sites/ca.economics/ ... les/xu_wp_2020_0.pdf (application/pdf)

Related works:
Journal Article: Canadian stock market volatility under COVID-19 (2022)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wat:wpaper:2001

Access Statistics for this paper

More papers in Working Papers from University of Waterloo, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sherri Anne Arsenault ().