Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2021
This paper analyses the impact of the Covid-19 pandemic on stock market returns and their volatility in the case of the … that the stock markets of the G7 are affected negatively by government restrictions more than the Covid-19 pandemic itself … policy measures play a more important role in the G7 countries whilst the Covid-19 pandemic itself is a key determinant in …