Bayesian state-space modelling of stock markets in G7 countries During the COVID-19 Pandemic
This work examines the impact of Coronavirus disease (COVID-19) on the stock market of Group of Seven (G7) countries during the first wave of COVID-19 using daily data from March, 1st of 2020 to December, 31st of 2020. Focussing on such period, a Bayesian Structural Time Series Model (BSTSM) was use...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-11-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844024154771 |
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