Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach

Title
Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach
Authors
Keywords
Quantile-on-quantile regression, COVID-19, Quantile cointegration, E7 stock markets
Journal
Research in International Business and Finance
Volume 58, Issue -, Pages 101485
Publisher
Elsevier BV
Online
2021-06-23
DOI
10.1016/j.ribaf.2021.101485

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