The Effects of the Covid-19 Pandemic on Stock Markets, CDS and Economic Activity: Time-Varying Evidence from the US and Europe
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More about this item
Keywords
Covid-19; stock markets; CDS; economic activity; TVP-VAR;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2021-10-11 (European Economics)
- NEP-ENE-2021-10-11 (Energy Economics)
- NEP-FMK-2021-10-11 (Financial Markets)
- NEP-ORE-2021-10-11 (Operations Research)
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