What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis

We investigate the impact of macroeconomic surprise and uncertainty on G7 financial markets around COVID-19 pandemic using two real-time, real-activity indexes recently constructed by Scotti (2016). We applies the wavelet analysis to detect the response of the stock markets to the macroeconomic surp...

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Detalles Bibliográficos
Autores principales: Bouzgarrou, Houssam, Ftiti, Zied, Louhichi, Waël, Yousfi, Mohamed
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9830854/
https://www.ncbi.nlm.nih.gov/pubmed/36644680
http://dx.doi.org/10.1016/j.ribaf.2023.101876

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9830854/
https://www.ncbi.nlm.nih.gov/pubmed/36644680
http://dx.doi.org/10.1016/j.ribaf.2023.101876

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