Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Afees A. Salisu, Taofeek O. Ayinde, Rangan Gupta, Mark E. Wohar
| Year of publication: |
2022
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|---|---|
| Authors: | Salisu, Afees A. ; Ayinde, Taofeek Olusola ; Gupta, Rangan ; Wohar, Mark E. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-10
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| Subject: | COVID-19 | Financial markets | Threshold-GVAR | Schock | Shock | Coronavirus | Kaufkraftparität | Purchasing power parity | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Welt | World | Börsenkurs | Share price | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102519 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455599