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

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