Stock market volatility and the COVID-19 pandemic in Sri Lanka

被引:0
|
作者
Riyath, Mohamed Ismail Mohamed [1 ]
Dewasiri, Narayanage Jayantha [2 ]
Siraju, Mohamed Abdul Majeed Mohamed [3 ]
Grima, Simon [4 ]
Mustafa, Abdul Majeed Mohamed [5 ]
机构
[1] Department of Accountancy and Finance, Faculty of Management and Commerce, South Eastern University of Sri Lanka, Oluvil, Sri Lanka
[2] Department of Accountancy and Finance, Faculty of Management Studies, Sabaragamuwa University of Sri Lanka, Sri Lanka
[3] Capital Works and Planning Division, Eastern University, Sri Lanka, Vantharumoolai, Chenkalady, Sri Lanka
[4] Department of Insurance and Risk Management, Faculty of Economics, Management and Accountancy, University of Malta, Msida, Malta
[5] Department of Management, Faculty of Management and Commerce, South Eastern University of Sri Lanka, Oluvil, Sri Lanka
关键词
Engineering Village;
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中图分类号
学科分类号
摘要
Asymmetric effects - Colombo stock exchange - Exponential generalized autoregressive conditional heteroscedasticity - Exponentials - Generalized autoregressive conditional heteroscedasticity - Market returns - Sri Lanka - Stock exchange - Stock market volatility - Volatility
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页码:151 / 168
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