Template-Type: ReDIF-Article 1.0 
Author-Name: Gkaitantzis Christos
Author-Name:   Nikandrou Charalampos
Author-Name: Kyriazakou Eleni
Author-Email:  kyriazakou@yahoo.gr
Author-Workplace-Name:  Department of Economics, University of Macedonia, Thessaloniki, Greece
Title: Impact of COVID-19 on Stock Markets
Abstract:  Using time-series data for 19 countries, we examine whether market connectedness (measured by market returns and volatility) increased over time because of the global financial crisis and the COVID-19 pandemic. Using a vector autoregression–based spillover index, we show that shock spillover varies over time and increases because of crises.
Classification-JEL:  I10,G15
Keywords:  returns,volatility,covid-19
Journal:  Asian Economics Letters
Pages: 1-4
Volume: 2
Issue: 2
Year:  2021
DOI:  2021/10/06
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/22974-impact-of-covid-19-on-stock-markets.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:36