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Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets
Studies investigating the impact of coronavirus outbreak at the sector (industry) level are scant and focus on the USA market. We examine this issue for the US, UK, and the European stock markets, using endogenous structural break models and factor-augmented event study methodology by identifying th...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759915/ http://dx.doi.org/10.1016/j.iref.2021.04.007 |