Salisu, Afees A.; Ayinde, Taofeek O.; Gupta, Rangan; Wohar, Mark
(Elsevier, 2022-06)
In this study, we offer a global perspective on the impacts of the COVID-19 pandemic on financial markets using a multi-country Threshold-Augmented Global Vector Autoregressive Model of Chudik et al. (2020). We document a ...
