The impact of COVID-19 on the standard & poor 500 index sectors: a multivariate generalized autoregressive conditional heteroscedasticity model
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DOI: 10.1108/jcefts-08-2020-0049
Abstract: Purpose: This paper aims to examine the impact of the daily growth rate of COVID-19 cases in the USA (COVIDg), the Federal Fund Rate (FFR) and the trade-weighted US dollar index (USDX) on SPfirst, January… read more here.
Keywords: covid standard; poor 500; 500 index; impact covid ... See more keywords