Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects
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DOI: 10.1007/s43071-022-00025-8
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More about this item
Keywords
Covid-19; Financial crisis; Spatio-temporal modeling;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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