Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32
(1,1) models, and VAR-based impulse response functions are employed. The results reveal that the stock market reaction to … impulse response functions demonstrated the non-zero primary response of analyzed markets to the COVID-19 shock, and GARCH …