Cargando…

The influence of extreme events such as Brexit and Covid-19 on equity markets

In this article first, we show that the result that the PIIGS group had the largest negative unadjusted and abnormal returns on the day following the Brexit Referendum is robust to taking into account jointly other extreme events such as the Covid-19. Second, we provide evidence that the impact of t...

Descripción completa

Detalles Bibliográficos
Autor principal: Iglesias, Emma M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Society for Policy Modeling. Published by Elsevier Inc. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8889441/
https://www.ncbi.nlm.nih.gov/pubmed/35250123
http://dx.doi.org/10.1016/j.jpolmod.2021.10.005