COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach

We investigate the impact of governments’ social distancing measures against the novel coronavirus disease 2019 (COVID-19) on 45 major stock market indices. We find evidence of negative direct and indirect (spillover) effects for the initial period of containment measures (lockdown).

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Year of publication:	2020-08-06
Authors:	Eleftheriou, Konstantinos ; Patsoulis, Patroklos

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Eleftheriou, Konstantinos and Patsoulis, Patroklos (2020): COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach.
Classification:	C23 - Models with Panel Data ; G15 - International Financial Markets ; I18 - Government Policy; Regulation; Public Health
Source:	BASE

Persistent link: https://www.econbiz.de/10015215099