Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis

This paper examines the linkages in financial markets during coronavirus disease 2019 (COVID-19) pandemic outbreak. For this purpose, daily stock market returns were used over the period of December 31, 2019–April 20, 2020 for the following economies: USA, Spain, Italy, France, Germany, UK, China, a...

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Detalles Bibliográficos
Autores principales: Gherghina, Ștefan Cristian, Armeanu, Daniel Ștefan, Joldeș, Camelia Cătălina
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7558856/
https://www.ncbi.nlm.nih.gov/pubmed/32942766
http://dx.doi.org/10.3390/ijerph17186729

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7558856/
https://www.ncbi.nlm.nih.gov/pubmed/32942766
http://dx.doi.org/10.3390/ijerph17186729

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