Time-varying effects of the COVID-19 pandemic on stock markets and economic activity : evidence from the US and Europe
Guglielmo Maria Caporale, Abdurrahman Nazif Çatık, Mohamad Husam Helmi, Coşkun Akdeniz, Ali İlhan
| Year of publication: |
2024
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Catik, A. Nazif ; Helmi, Mohamad Husam ; Akdeniz, Coşkun ; İlhan, Ali |
| Published in: |
Empirica : journal of european economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-6911, ZDB-ID 1478725-8. - Vol. 51.2024, 2, p. 529-558
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| Subject: | CDS | COVID-19 | Economic activity | Stock markets | TVP-VAR | Coronavirus | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | USA | United States | Epidemie | Epidemic | Börsenkurs | Share price | EU-Staaten | EU countries | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10663-024-09608-0 [DOI] |
| Classification: | C32 - Time-Series Models ; E32 - Business Fluctuations; Cycles ; G10 - General Financial Markets. General ; G15 - International Financial Markets ; I18 - Government Policy; Regulation; Public Health |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014557642