Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/24683
Title: | US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach |
Authors: | Caporale, GM Gil-Alana, LA Abakah, EJA |
Keywords: | Covid-19 pandemic;US sectoral stock indices;fractional integration;persistence |
Issue Date: | 26-Jun-2022 |
Publisher: | Routledge (Taylor & Francis) |
Citation: | Caporale, G.M., Gil-Alana, L.A. and Abakah, E.J.A. (2022) 'US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach', Applied Financial Economics, 0 (in press), pp. 1 - 10 (10). doi: 10.1080/00036846.2022.2086686. |
URI: | https://bura.brunel.ac.uk/handle/2438/24683 |
ISSN: | 0960-3107 |
Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
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FullText.pdf | Embargoed until 26 Jun 2023 | 529.49 kB | Adobe PDF | View/Open |
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