https://www.selleckchem.com/pr....oducts/LY315920(Vare
This paper examines the linkages in financial markets during coronavirus disease 2019 (COVID-19) pandemic outbreak. #link# For this purpose, daily stock market returns were used over the period of December 31, 2019-April 20, 2020 for the following economies USA, Spain, Italy, France, Germany, UK, China, and Romania. The study applied the autoregressive distributed lag (ARDL) model to explore whether the Romanian stock market is impacted by the crisis generated by novel coronavirus. Granger causality was employed to investi
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