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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2022
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| Materias: | |
| 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 |