Search Results for author: Paresh Narayan

Found 1 papers, 1 papers with code

Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19

1 code implementation4 Nov 2021 Yiannis Karavias, Paresh Narayan, Joakim Westerlund

The fact that most markets seem to have partly recovered while the pandemic is still ongoing suggests that the relationship between stock returns and COVID-19 has been subject to structural change.

Cannot find the paper you are looking for? You can Submit a new open access paper.