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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...
Autor principal: | Thorbecke, Willem |
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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
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8820411/ http://dx.doi.org/10.1016/j.inteco.2022.02.001 |
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