Stock Market Reactions during Different Phases of the COVID-19 Pandemic: Cases of Italy and Spain
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- Markus Brueckner & Joaquin Vespignani, 2021.
"COVID‐19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia,"
Economic Papers, The Economic Society of Australia, vol. 40(3), pages 173-193, September.
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- Markus Brueckner & Joaquin Vespignani, 2020. "Covid-19 infections and the performance of the stock market: An empirical analysis for Australia," CAMA Working Papers 2020-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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Keywords
COVID-19 pandemic; stock market; stock index; market volatility; impulse response functions; GARCH (1; 1) model;All these keywords.
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