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The effect of COVID-19 pandemic on global stock markets: Return, volatility, and bad state probability dynamics

Mohamed A K Basuony1, Mohammed Bouaddi1, Heba Ali2

  • 1School of Business The American University in Cairo Cairo Egypt.

Journal of Public Affairs
|December 13, 2021
PubMed

Keywords:
COVID‐19bad state probabilitypandemicstock marketvolatility

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