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Applied Economics Letters Volume 30, 2023 - Issue 17
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Research Article

Financial market analogies of the COVID-19 pandemic: evidence from the Dow Jones Industrial Average Index

Julián Andrada-Félixa Department of Quantitative Methods for Economics and Management, Universidad de Las Palmas de Gran Canaria, Las Palmas de Gran Canaria, SpainORCID Iconhttps://orcid.org/0000-0001-8598-3234View further author information
ORCID Icon,
Fernando Fernández-Rodríguezb Complutese Institute for Economic Analysis (ICAE), Universidad Complutense de Madrid, Madrid, SpainORCID Iconhttps://orcid.org/0000-0002-8808-9286View further author information
ORCID Icon &
Simón Sosvilla-Riverob Complutese Institute for Economic Analysis (ICAE), Universidad Complutense de Madrid, Madrid, SpainCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2084-0640View further author information
ORCID Icon
Pages 2364-2369 | Published online: 04 Jul 2022

References

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  • Diebold, F., T. Gunther, and A. Tay. 1998. “Evaluating Density Forecasts with Applications to Financial Risk Management.” International Economic Review 39 (4): 863–883. doi:10.2307/2527342.
  • Goodell, J. W. 2020. “COVID-19 and Finance: Agendas for Future Research.” Finance Research Letters 35: 101512. doi:10.1016/j.frl.2020.101512.
  • Pettitt, A. N. 1976. “A two-sample Anderson-Darling Rank Statistic.” Biometrika 63: 161–168.
  • WHO (2020), “Novel Coronavirus (2019-ncov) Situation Report–1 22 January 2020.”

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