Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Yiannis Karavias, Paresh Kumar Narayan, and Joakim Westerlund
| Year of publication: |
2023
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|---|---|
| Authors: | Karavias, Yiannis ; Narayan, Paresh Kumar ; Westerlund, Joakim |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 3, p. 653-666
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| Subject: | Change-point | Common correlated effects | COVID-19 | Cross-section dependence | Panel data | Structural change | Panel | Panel study | Coronavirus | Strukturbruch | Structural break | Korrelation | Correlation | Börsenkurs | Share price | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Strukturwandel |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2053690 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448426