What can we learn about the market reaction to macroeconomic surprise? : evidence from the COVID-19 crisis
Year of publication: |
2023
|
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Authors: | Bouzgarrou, Houssam ; Ftiti, Zied ; Louhichi, Waël ; Yousfi, Mohamed |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-14
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Subject: | COVID-19 | Uncertainty | Macroeconomic surprise | NARDL | New financial risks | Coronavirus | Ankündigungseffekt | Announcement effect | Risiko | Risk | Wirkungsanalyse | Impact assessment | Schock | Shock |
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