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COVID-19 Impact on U.S. Stock Market by akshatkhaptya is a document available to read on EtoBox.

What is COVID-19 Impact on U.S. Stock Market about?

This study examines the transmission of COVID-19 shocks to the U.S. stock market using advanced Granger causality tests. It finds that while low quantiles of stock returns are unaffected by COVID-19 shocks, high quantiles are significantly influenced, with positive shocks predicting high returns and negative shocks predicting low returns. The findings highlight the asymmetric nature of stock market responses to COVID-19, providing insights for investors and policymakers on market stabilization strategies.

Author

akshatkhaptya

Language

EN