Open Access
Research Article·pp. 1453–1472·Vol. 27, Issue 7Oct 2024
The impact of COVID-19 on value-at-risk estimations for US and China stock markets
Jiang Yuhan, Yin Deru, Fan Suze, Chin Wen Cheong, Lim Min
Published Online: 30 Nov 2024DOI: 10.47974/JSMS-1232
In this paper: This study seeks to assess the influence of the COVID-19 pandemic on market risk in two global financial stock markets. Employing four value-at-risk methodologies, we analyze and compare market risks...
