Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR model

In this study, we offer a global perspective on the impacts of the COVID-19 pandemic on financial markets using a multi-country Threshold-Augmented Global Vector Autoregressive Model of Chudik et al. (2020). We document a negative impact of the pandemic on real equity prices across countries (except...

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Detalles Bibliográficos
Autores principales: Salisu, Afees A., Ayinde, Taofeek O., Gupta, Rangan, Wohar, Mark E.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8560185/
https://www.ncbi.nlm.nih.gov/pubmed/34744528
http://dx.doi.org/10.1016/j.frl.2021.102519

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8560185/
https://www.ncbi.nlm.nih.gov/pubmed/34744528
http://dx.doi.org/10.1016/j.frl.2021.102519

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