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COVID-19 and the liquidity network

We investigate the impact of the COVID-19 pandemic on liquidity interlinkages of US industry groups. We employ a lead-lag liquidity network method that allows us to analyse liquidity interrelationships beyond contemporaneous spillover effects. We document that sectors differ in their liquidity inter...

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Detalles Bibliográficos
Autores principales:	Farzami, Yasmine, Gregory-Allen, Russell, Molchanov, Alexander, Sehrish, Saba
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2021
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8656191/ https://www.ncbi.nlm.nih.gov/pubmed/34903955 http://dx.doi.org/10.1016/j.frl.2021.101937

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