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COVID-19 containment measures and stock market returns: An international spatial econometrics investigation

Abstract : We investigate the impact of governments’ social distancing measures against the novel coronavirus disease 2019 (COVID-19) as this was reflected on 45 major stock market indices. We find evidence of negative direct and indirect (spillover) effects for the initial period of containment measures (lockdown).
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Submitted on : Tuesday, March 9, 2021 - 3:19:22 PM
Last modification on : Wednesday, March 10, 2021 - 3:02:38 AM

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Christos Alexakis, Konstantinos Eleftheriou, Patroklos Patsoulis. COVID-19 containment measures and stock market returns: An international spatial econometrics investigation. Journal of Behavioral and Experimental Finance, 2021, 29, pp.100428. ⟨10.1016/j.jbef.2020.100428⟩. ⟨hal-03163917⟩

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