Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis br

Lee, C. C.; Olasehinde-williams, G.

Lee, C. C.; Olasehinde-williams, G..

Finance a Uver-Czech Journal of Economics and Finance ; 72(4):328-355, 2022.

Article in English | Web of Science | ID: covidwho-2205904

Keywords

COVID-19; stock market indices; time-varying cointegration test; wild; bootstrap likelihood ratio test; abnormal returns; BLACK SWAN EVENTS; WILD BOOTSTRAP; HYPOTHESIS; RANK; TESTS; PREDICTABILITY; REGRESSIONS; RETURNS; IMPACT; CHINA

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Full text: Available Collection: Databases of international organizations Database: Web of Science Type of study: Prognostic study Language: English Journal: Finance a Uver-Czech Journal of Economics and Finance Year: 2022 Document Type: Article

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