A difference in COVID-19 impact on bank stocks between Japan and the US
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DOI: 10.1007/s43546-023-00485-6
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More about this item
Keywords
Bank stocks in Japan; Regime-switching volatility; Mean-reversion; COVID-19; Resilience;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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