Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles
Yi-Ting Peng, Tsangyao Chang, Omid Ranjbar, Feiyun Xiang
| Year of publication: |
2024
|
|---|---|
| Authors: | Peng, Yi-Ting ; Chang, Tsangyao ; Ranjbar, Omid ; Xiang, Feiyun |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 72.2024, Art.-No. 102156, p. 1-14
|
| Subject: | Asymmetric causality | COVID-19 | Granger non-causality | Quantile regression method | Stock market | Kausalanalyse | Causality analysis | Aktienmarkt | Coronavirus | USA | United States | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Schock | Shock | Bootstrap-Verfahren | Bootstrap approach | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102156 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014534846