Showing 1 - 10 of 13
We study the effect of COVID-19 containment measures on expected stock price volatility in some advanced economies, using event studies with hand-collected minute-level data and panel regressions with daily data. We find that six-month-ahead volatility indices dropped following announcements of...
Persistent link: https://www.econbiz.de/10012612335
Persistent link: https://www.econbiz.de/10012603005
Persistent link: https://www.econbiz.de/10014430289
Persistent link: https://www.econbiz.de/10003331876
Persistent link: https://www.econbiz.de/10003387289
Persistent link: https://www.econbiz.de/10009373146
Persistent link: https://www.econbiz.de/10011401182
Persistent link: https://www.econbiz.de/10011279605
Persistent link: https://www.econbiz.de/10011433804