US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach-Reference-Cited by-同舟云学术

US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach

Published:2022-06-26 Issue:3 Volume:55 Page:283-292
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Caporale Guglielmo Maria¹^ORCID,Gil-Alana Luis Alberiko²^ORCID,Abakah Emmanuel Joel Aikins³

Affiliation:

1. Brunel University London, London, UK

2. University of Navarra, Navarra, Spain

3. University of Ghana Business School, Accra, Ghana

Funder

Ministry of Science and Innovation

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2086686

Reference38 articles.

1. Stock markets’ reaction to COVID-19: Cases or fatalities?

2. Baffes, J., and P. Nagle. 2020. “The Outlook for Commodity Markets, and the Effects of Coronavirus, in Six Charts.” Published on April 23, 2020. https://blogs.worldbank.org/voices/outlook-commodity-markets-and-effects-coronavirus-six-charts

3. The Unprecedented Stock Market Reaction to COVID-19

4. Industry effects and volatility transmission in portfolio diversification

5. An exponential model for the spectrum of a scalar time series

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