Stock market responses to COVID-19: The behaviors of mean reversion, dependence and persistence()

We examine stock market responses during the COVID-19 pandemic period using fractional integration techniques. The evidence suggests that stock markets generally follow a synchronized movement before and the stages of the pandemic shocks. We find while mean reversion significantly declines, the degr...

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Detalles Bibliográficos
Autores principales: Coskun, Yener, Akinsomi, Omokolade, Gil-Alana, Luis A., Yaya, OlaOluwa S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10069932/
https://www.ncbi.nlm.nih.gov/pubmed/37035356
http://dx.doi.org/10.1016/j.heliyon.2023.e15084

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10069932/
https://www.ncbi.nlm.nih.gov/pubmed/37035356
http://dx.doi.org/10.1016/j.heliyon.2023.e15084

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