Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2021
This paper analyses the impact of the Covid-19 pandemic on stock market returns and their volatility in the case of the … G20 countries. In contrast to the existing empirical literature, which typically focuses only on either Covid-19 deaths … epidemiological situation and restrictive measures as well as of fiscal and monetary responses; moreover, instead of Covid-19 deaths …