Canadian stock market volatility under COVID-19
| dc.contributor.author | Xu, Dinghai | |
| dc.date.accessioned | 2026-07-09T14:17:57Z | |
| dc.date.available | 2026-07-09T14:17:57Z | |
| dc.date.issued | 2020 | |
| dc.description.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. | |
| dc.identifier.uri | https://hdl.handle.net/10012/23704 | |
| dc.language.iso | en | |
| dc.publisher | University of Waterloo | |
| dc.relation.ispartofseries | Waterloo Economics Series; 20-001 | |
| dc.subject | COVID-19 | |
| dc.subject | Canadian S&P/TSX composite index | |
| dc.subject | volatility structural break | |
| dc.subject | time-varying parameter model | |
| dc.subject | news impact curve | |
| dc.title | Canadian stock market volatility under COVID-19 | |
| dc.type | Preprint | |
| uws.contributor.affiliation1 | Faculty of Arts | |
| uws.contributor.affiliation2 | Economics | |
| uws.peerReviewStatus | Unreviewed | |
| uws.scholarLevel | Faculty | |
| uws.typeOfResource | Text | en |