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10.1016/j.frl.2020.101775 http://scihub22266oqcxt.onion/10.1016/j.frl.2020.101775 33013236!7521590!33013236     free     free     free Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 219.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 253.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 253.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Financ+Res+Lett 2020 ; 37 (ä): 101775 Nephropedia Template TP {{tp|p=33013236|t=2020. Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach |pdf=|usr=}}{{33013236}} gab.com Text Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach JO: Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=33013236 #FOAvip This paper investigates the relationship between US stock market returns (S&P500) and three indicators of the market, namely implied volatility, implied correlation and liquidity. It also considers the short range dependence between both total confirmed cases and deaths in twelve countries and market movements. We use the two-regime Markov switching model to find the structural break between stock market returns and key stock market indicators. The findings show close dependence between returns and both implied volatility and implied correlation but not with liquidity. The findings indicate the unique role of Italy in crisis transmission. Twit Text FOAVip Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach ????Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=33013236 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=33013236 #FOAvip English Wikipedia <ref>{{Cite pmid|33013236}}</ref> Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach #MMPMID33013236 Just M; Echaust K Financ Res Lett 2020[Nov]; 37 (ä): 101775 PMID33013236show ga This paper investigates the relationship between US stock market returns (S&P500) and three indicators of the market, namely implied volatility, implied correlation and liquidity. It also considers the short range dependence between both total confirmed cases and deaths in twelve countries and market movements. We use the two-regime Markov switching model to find the structural break between stock market returns and key stock market indicators. The findings show close dependence between returns and both implied volatility and implied correlation but not with liquidity. The findings indicate the unique role of Italy in crisis transmission. äStock market returns, volatility, correlation and liquidity during the(epmc).pdf DeepDyve Pubget Overpricing