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Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe

Do government interventions aimed at curbing the spread of COVID-19 affect stock market volatility? To answer this question, we explore the stringency of policy responses to the novel coronavirus pandemic in 67 countries around the world. We demonstrate that non-pharmaceutical interventions signific...

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Podrobná bibliografie
Vydáno v:Financ Res Lett
Hlavní autoři: Zaremba, Adam, Kizys, Renatas, Aharon, David Y., Demir, Ender
Médium: Artigo
Jazyk:Inglês
Vydáno: The Authors. Published by Elsevier Inc. 2020
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC7240275/
https://ncbi.nlm.nih.gov/pubmed/32550842
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101597
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