COVID-19 Shock and Sectorial Index Response in South Africa: A Cross-sector Analysis
The prime objective of this study was to examine the impact of COVID-19 shock on sector returns of the South African Stock market. The study employed the Autoregressive Distributed Lag (ARDL) model estimated with a Pooled Mean Group estimator on a sample of daily stock returns of 10 Johannesburg St...
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| Format: | Article |
| Language: | English |
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EconJournals
2022-07-01
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| Series: | International Journal of Economics and Financial Issues |
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| Online Access: | https://econjournals.com/index.php/ijefi/article/view/13266 |