COVID-19 Cases and Stock Prices by Sector in Major Economies: What Do We Learn from the Daily Data?
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Cited by:
- Hussein Hassan & Minko Markovski & Alexander Mihailov, 2023. "A TGARCH Quantification of the Average Effect of COVID-19 Cases on Share Prices by Sector: Comparing the US and the UK," Economics Discussion Papers em-dp2023-15, Department of Economics, University of Reading.
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More about this item
Keywords
COVID-19 cases; share price sectoral indexes; empirical volatility cor- relations; Granger causality; daily-frequency GARCH-based estimation; waves of pessimism and optimism; social learning about the death toll of a pandemic; public health panic versus reassurance;All these keywords.
JEL classification:
- E71 - Macroeconomics and Monetary Economics - - Macro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on the Macro Economy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
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