COVID-19: Tail risk and predictive regressions

The paper focuses on econometrically justified robust analysis of the effects of the COVID-19 pandemic on financial markets in different countries across the World. It provides the results of robust estimation and inference on predictive regressions for returns on major stock indexes in 23 countries...

Descripción completa

Detalles Bibliográficos
Autores principales: Distaso, Walter, Ibragimov, Rustam, Semenov, Alexander, Skrobotov, Anton
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9714707/
https://www.ncbi.nlm.nih.gov/pubmed/36454731
http://dx.doi.org/10.1371/journal.pone.0275516

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9714707/
https://www.ncbi.nlm.nih.gov/pubmed/36454731
http://dx.doi.org/10.1371/journal.pone.0275516

Ejemplares similares