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Understanding the transmission of COVID-19 news to French financial markets in early 2020

News of COVID-19 cases roiled the French stock market in 2020. Finance theory indicates that changes in returns across many assets are driven by economy-wide rather than firm-specific factors. To identify these factors, this paper investigates the time series exposure of 174 French assets to macroec...

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Detalles Bibliográficos
Autor principal: Thorbecke, Willem
Formato: Online Artículo Texto
Lenguaje:English
Publicado: CEPII (Centre d'Etudes Prospectives et d'Informations Internationales), a center for research and expertise on the world economy. Published by Elsevier B.V. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8820411/
http://dx.doi.org/10.1016/j.inteco.2022.02.001