Local versus global factors weighing on stock market returns during the COVID-19 pandemic
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DOI: 10.1016/j.frl.2021.102270
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- Dragomirescu-Gaina, Catalin & Fassas, Athanasios P. & Philippas, Dionisis, 2024. "A Chinese clout on energy exports some countries cannot shake off," Energy Economics, Elsevier, vol. 134(C).
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More about this item
Keywords
Structural VAR; ‘news’ shocks; Financial integration;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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