The impact of the COVID-19 pandemic on persistence in the European stock markets()

This paper analyses the impact of the Covid-19 pandemic on the degree of persistence of European stock markets. Specifically, it uses fractional integration methods to estimate persistence at the daily, weekly and monthly frequencies in the case of ten major European stock market indices; the effect...

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Detalles Bibliográficos
Autores principales: Caporale, Guglielmo Maria, Gil-Alana, Luis, Lasaosa, Isabel Arrese
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9652158/
https://www.ncbi.nlm.nih.gov/pubmed/36406732
http://dx.doi.org/10.1016/j.heliyon.2022.e11560

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9652158/
https://www.ncbi.nlm.nih.gov/pubmed/36406732
http://dx.doi.org/10.1016/j.heliyon.2022.e11560

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