The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Year of publication: |
2022
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Poza, Carlos |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 118-123
|
Subject: | Covid-19 | Fractional integration | Persistence | Stock market prices | US bonds | Coronavirus | Börsenkurs | Share price | USA | United States | Anleihe | Bond | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Kapitaleinkommen | Capital income | Epidemie | Epidemic |
-
The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria, (2021)
-
The COVID-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields
Caporale, Guglielmo Maria, (2021)
-
Euro area sovereign bond risk premia before and during the Covid-19 pandemic
Corradin, Stefano, (2023)
- More ...
-
High and low prices and the range in the European stock markets: a long-memory approach
Caporale, Guglielmo Maria, (2019)
-
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria, (2019)
-
The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields
Caporale, Guglielmo Maria, (2021)
- More ...