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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2023
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| Materias: | |
| 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 |