COVID-19 containment measures and stock market returns: An international spatial econometrics investigation - Rennes School of Business Access content directly
Journal Articles Journal of Behavioral and Experimental Finance Year : 2021

COVID-19 containment measures and stock market returns: An international spatial econometrics investigation

Abstract

We investigate the impact of governments’ social distancing measures against the novel coronavirus disease 2019 (COVID-19) as this was reflected on 45 major stock market indices. We find evidence of negative direct and indirect (spillover) effects for the initial period of containment measures (lockdown).
Fichier principal
Vignette du fichier
S2214635020303555.pdf (223.97 Ko) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-03163917 , version 1 (15-12-2022)

Licence

Attribution - NonCommercial

Identifiers

Cite

Christos Alexakis, Konstantinos Eleftheriou, Patroklos Patsoulis. COVID-19 containment measures and stock market returns: An international spatial econometrics investigation. Journal of Behavioral and Experimental Finance, 2021, 29, pp.100428. ⟨10.1016/j.jbef.2020.100428⟩. ⟨hal-03163917⟩
99 View
33 Download

Altmetric

Share

Gmail Facebook X LinkedIn More