What explains stock market behavior in the early weeks of the coronavirus pandemic? Estimates from a dynamic asset pricing model point to wild fluctuations in the pricing of stock market risk, driven
Extreme value theory has been widely used in many fields, such as engineering, insurance, meteorology, and more recently finance. In this last area, the POT method has yielded very good results, espec
The data includes China's urban construction investment bond information, virtual national debt return calculation, and province risk coefficients that are cited in paper "Faith is Shaken? The Marketi
For this study, India (BSE), Indonesia (JKSE), Shanghai Composite Index (SSE), Taiwan (TWII), Malaysia (KLCI), the Philippines (PSI), Thailand (SET), and South Korea (KOSPI) were selected as the Asia
