What drives US stock markets during the COVID-19 pandemic? A global sensitivity analysis
This paper identifies robust determinants of US stock price movements in the economic shadow of the COVID-19 crisis and in the presence of model uncertainty, using several influential factors highlighted in relevant research. Our investigation performs an extreme bounds analysis (EBA), a global sens...
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| Format: | Article |
| Language: | English |
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Elsevier
2022-09-01
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| Series: | Borsa Istanbul Review |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845022000370 |