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