The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields

Author:

Caporale Guglielmo Maria,Gil-Alana Luis Alberiko,Poza Carlos

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. Abakah, E.J.A. and Gil-Alana, L.A. (2022). Persistence in US Treasury bonds. Finance Research Letters, Elsevier, vol. 45(C).

2. Persistence and efficiency of OECD stock markets: Linear and nonlinear fractional integration approaches;Adekoya;Empirical Economics,2021

3. Death and contagious infectious diseases: Impact of the COVID-10 virus on stock market returns;Al-Awadhi;Journal of Behavioral and Experimental Finance,2020

4. Testing for long memory in stock market returns: Evidence from Sri Lanka: A fractional integration approach;Alfred;SCIREA Journal of Economics,2020

5. Baker, S.R., Bloom, N., Davis, S.J., Kost, K., Sammon, M. and T. Viratyosin. (2020): “The Unprecedented Stock Market Reaction to COVID-19″, available at 〈https://nbloom.people.stanford.edu/research〉.

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