What causes US equity market sector volatilities during the coronavirus pandemic?
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DOI: 10.1080/13504851.2024.2334443
Abstract: ABSTRACT This paper seeks to identify key variables contributing to sectoral stock market volatilities in the US under the enduring pressure of the COVID-19 pandemic, using a broad array of candidate factors. We adopt a… read more here.
Keywords: market sector; market; causes equity; sector volatilities ... See more keywords