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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...
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Formato: | Online Artículo Texto |
Lenguaje: | English |
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The Society for Policy Modeling. Published by Elsevier Inc.
2022
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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 |