Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/24683
Title: US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach
Authors: Caporale, GM
Gil-Alana, LA
Abakah, EJA
Keywords: Covid-19 pandemic;US sectoral stock indices;fractional integration;persistence
Issue Date: 26-Jun-2022
Publisher: Routledge (Taylor & Francis)
Citation: Caporale, G.M., Gil-Alana, L.A. and Abakah, E.J.A. (2022) 'US policy responses to the Covid-19 pandemic and sectoral stock indices: a fractional integration approach', Applied Financial Economics, 0 (in press), pp. 1 - 10 (10). doi: 10.1080/00036846.2022.2086686.
URI: https://bura.brunel.ac.uk/handle/2438/24683
ISSN: 0960-3107
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

Files in This Item:
File Description SizeFormat 
FullText.pdfEmbargoed until 26 Jun 2023529.49 kBAdobe PDFView/Open


This item is licensed under a Creative Commons License Creative Commons