Logo
Munich Personal RePEc Archive

COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach

Eleftheriou, Konstantinos and Patsoulis, Patroklos (2020): COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach.

Warning
There is a more recent version of this item available.
[thumbnail of MPRA_paper_100662.pdf]
Preview
PDF
MPRA_paper_100662.pdf

Download (328kB) | Preview

Abstract

We investigate the impact of governments’ social distancing measures against the novel coronavirus disease 2019 (COVID-19) on 45 major stock market indices. We find evidence of negative direct and indirect (spillover) effects for the initial period of containment measures (lockdown).

Available Versions of this Item

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.