Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects

Using a dataset including financial market returns and volatility proxies for several countries, we analyzed the impact of Covid-19 deaths on the financial economy. From the modeling perspective, we consider a spatial panel data model for returns and a spatial dynamic panel data for volatilities. Pr...

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Detalles Bibliográficos
Autores principales: Billé, Anna Gloria, Caporin, Massimiliano
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9436173/
http://dx.doi.org/10.1007/s43071-022-00025-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9436173/
http://dx.doi.org/10.1007/s43071-022-00025-8

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