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during the Covid-19 pandemic. More specifically, it applies fractional integration methods to analyse their impact on the … daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …
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This paper identifies robust determinants of US stock price movements in the economic shadow of the COVID-19 crisis and in the presence of model uncertainty, using several influential factors highlighted in relevant research. Our investigation performs an extreme bounds analysis (EBA), a global...
Persistent link: https://www.econbiz.de/10013426711
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markets, especially in the beginning of the pandemic outbreak. This study aims to investigate if COVID-19 caused abnormal … returns in the US and the Chinese stock markets in the beginning of the pandemic outbreak. Event study methodology is adopted … pandemic. …
Persistent link: https://www.econbiz.de/10014284758
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the … activity in all countries in the early stages of the pandemic (especially in Italy), and a positive one on CDS at the same time …
Persistent link: https://www.econbiz.de/10012625628
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the … activity in all countries in the early stages of the pandemic (especially in Italy), and a positive one on CDS at the same time …
Persistent link: https://www.econbiz.de/10013211119
The coronavirus crisis has damaged the U.S. economy. This paper uses the stock returns of 125 sectors to investigate … controlling the pandemic. Macroeconomic factors generated losses in industries such as production equipment, machinery, and … electronic and electrical equipment. Thus, reviving capital goods spending requires not just an end to the pandemic but also a …
Persistent link: https://www.econbiz.de/10012387990
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