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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...

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Detalles Bibliográficos
Autores principales: Nammouri, Hela, Chlibi, Souhir, Labidi, Oussama
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
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