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Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US
This paper is an examination of co-movements between sector indexes in the United States prior to and during the COVID-19 period. Using daily data between January 2013 and July 2020, this study is the first to examine sectoral cointegration, as well as how contagion occurs from one healthcare sector...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Inc.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994449/ https://www.ncbi.nlm.nih.gov/pubmed/35431669 http://dx.doi.org/10.1016/j.frl.2021.102295 |