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Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19

Citations

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Cited by:

  1. Li, Zhisheng & Lin, Bingxuan & Liu, Zhouyi & Yüksel, H. Zafer, 2025. "Unpacking the crisis: Impact of COVID-19 on global equity flows," Journal of Financial Stability, Elsevier, vol. 81(C).
  2. Sun, Guanglin & Yin, Ding & Kong, Tao & Yin, Lei, 2024. "The impact of the integration of the digital economy and the real economy on the risk of stock price collapse," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  3. McGrath, Luke & McLaughlin, Eoin & Hanley, Nick, 2025. "Saving or investing for the future? Methodology matters in inclusive wealth accounting," Accountancy, Economics, and Finance Working Papers 2025-06, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
  4. Adrian Matthew G. Glova & Erniel B. Barrios, 2025. "Modelling Mixed-Frequency Time Series with Structural Change," Computational Economics, Springer;Society for Computational Economics, vol. 65(6), pages 3237-3258, June.
  5. De Vos, Ignace & Stauskas, Ovidijus, 2024. "Cross-section bootstrap for CCE regressions," Journal of Econometrics, Elsevier, vol. 240(1).
  6. Ovidijus Stauskas & Ignace De Vos, 2025. "Handling Distinct Correlated Effects with CCE," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 87(2), pages 448-475, April.
  7. Bianca Raluca Baditoiu & Roxana Ioan & Valentin Partenie Munteanu & Alexandru Buglea, 2023. "Investors’ reactions on the publication of integrated reports. Evidence from European stock markets," E&M Economics and Management, Technical University of Liberec, Faculty of Economics, vol. 26(2), pages 158-171, June.
  8. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2025. "Multiple Structural Breaks in Interactive Effects Panel Data Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 74-88, January.
  9. Tao Hong & Jie Yin & Muhammad Nouman Latif & Mahmood Ahmad, 2024. "Human capital, economic complexity, and ecological footprints: Crafting a sustainable development policy framework for E7 nations," Natural Resources Forum, Blackwell Publishing, vol. 48(4), pages 1494-1511, November.
  10. Adiwan F. Aritenang, 2025. "Does fiscal decentralization increase urban temperature? The case of Indonesian metropolitans," Asia-Pacific Journal of Regional Science, Springer, vol. 9(4), pages 955-973, December.
  11. Georgios P. Kouretas & Małgorzata Pawłowska, 2025. "Impact of Digital Technology on Traditional Banking: A Case From the Credit Market in the European Union," Journal of International Development, John Wiley & Sons, Ltd., vol. 37(2), pages 468-488, March.
  12. Garg, Bhavesh & Sahoo, Pravakar, 2023. "Are gross financial inflows expansionary or contractionary? Evidence from emerging economies," Finance Research Letters, Elsevier, vol. 58(PA).
  13. Bindal, Shradha & Joseph, Kissan & Meschke, Felix, 2025. "Corporate shutdowns in the time of Covid-19," Journal of Corporate Finance, Elsevier, vol. 92(C).
  14. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2025. "Testing and estimating structural breaks in time series and panel data in Stata," Stata Journal, StataCorp LLC, vol. 25(3), pages 526-560, September.
  15. Rogneda Vasilyeva & Anton Skrobotov & Aleksei Tsarev, 2025. "Structural breaks in panel data: COVID-19 pandemic in Russian regions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 80, pages 117-142.
  16. Jiang, Shi-jie & Zeng, Lehang & Rui, Xinyu, 2025. "Drivers of the credited interest rate on universal life insurance: Evidence from the Chinese insurance sector," Journal of Asian Economics, Elsevier, vol. 100(C).
  17. Juodis, Artūras & Reese, Simon, 2026. "Five lessons for applied researchers from twenty years of common correlated effects estimation," Journal of Econometrics, Elsevier, vol. 253(C).
  18. Surender Kumar, 2024. "Do Digital Payments Spur GST Revenue: Indian Experience," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(3), pages 459-482, July.
  19. Otilia Boldea & Alastair R. Hall, 2025. "Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments," Papers 2507.22204, arXiv.org.
  20. Sha, Yezhou & Wu, Xi, 2025. "Black market prices as inflation predictor: Evidence from China’s hyperinflation," Finance Research Letters, Elsevier, vol. 84(C).
  21. Lu, Zhou & Gozgor, Giray & Pal, Shreya & Panda, Himanshu Sekhar & Mahalik, Mantu Kumar, 2026. "The divergent effects of geopolitical risk on market openness," Finance Research Letters, Elsevier, vol. 92(C).
  22. Kong, Wei & Sharma, Susan Sunila & Zhao, Xin-Xin & Shi, Yao-Bo, 2025. "The rescue effect of local government financing vehicles on real estate enterprises in China," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  23. Indra Tumbelaka, 2025. "Loan Restructuring and Deposit Growth: Evidence from the Market Discipline during the COVID-19 Outbreak," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 28(2), pages 199-216, July.
  24. Néstor A. Clech, 2025. "Macroeconomic and institutional determinants of human capital wealth: gender disparities and implications," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 42(1), pages 121-153, April.
  25. Lu, Xinjie & Zeng, Qing & Zhong, Juandan & Zhu, Bo, 2024. "International stock market volatility: A global tail risk sight," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  26. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2026. "Threshold Regression for Fixed-T Panel Data with Interactive Fixed Effects," Papers 2606.12184, arXiv.org.
  27. Rai, Karan & Garg, Bhavesh, 2025. "Demographic transition and financial assets," Emerging Markets Review, Elsevier, vol. 69(C).
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