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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
The main purpose of this paper is to investigate whether the Infectious Disease EMV tracker (IDEMV) proposed by Baker et al. (2020) has additional predictive ability for European stock market volatility during the COVID-19 pandemic. The three European stock markets we consider are France, UK and Ger...
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| Pubblicato in: | Financ Res Lett |
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| Autori principali: | , , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Elsevier Inc.
2020
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7467939/ https://ncbi.nlm.nih.gov/pubmed/32908465 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101749 |
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