Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the … the dates from the first confirmed COVID-19 cases in these countries to February 19, 2021. Specifically, we estimate first …) to a one-standard-deviation shock to the number of COVID-19 cases are statistically insignificant, except for France …