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SSRNDerivatives & Volatility

COVID-19 Impact on Stock Market Volatility

The article studies the volatility of stock markets in China, Brazil, India, Hong Kong, and Japan during the COVID-19 pandemic, indirectly considering the Black Swan theory's implications.

Featured in No. 53 on 12 Jun 2024 ·

Released
24 Oct 2023
First featured
No. 53 · 12 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 4861078

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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