Stock markets reaction to COVID-19 : evidence from time-varying cointegration, leveraged bootstrap causality and event analysis
Chien-Chiang Lee, Godwin Olasehinde-Williams, Ifedola Oalnipekun
| Year of publication: |
2022
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|---|---|
| Authors: | Lee, Chien-Chiang ; Olasehinde-Williams, Godwin ; Oalnipekun, Ifedola |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 72.2022, 4, p. 328-355
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| Subject: | COVID-19 | stock market indices | time-varying cointegration test | wild bootstrap likelihood ratio test | abnormal returns | Coronavirus | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32065/CJEF.2022.04.02 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013474448