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Quantifying the impact of the COVID-19 pandemic on US airline stock prices
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Quantifying the impact of the COVID-19 pandemic on US airline stock prices (2021)Quantifying the impact of the COVID-19 pa…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic (2020)How Does Household Spending R…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time (2020)Aggregate and Firm-Level Stoc…Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Government Spending Multiplie…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Are Government Spending Multipliers Greater During Periods of Slack? Evidence from 20th Century Historical Data (2013)Are Government Spending Multi…Measuring the Output Responses to Fiscal Policy (2012)Measuring the Output Response…Innocent Bystanders? Monetary Policy and Inequality in the U.S. (2012)Innocent Bystanders? Monetary…Risk, Uncertainty and Monetary Policy (2011)Risk, Uncertainty and Monetar…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Why Has U.S. Inflation Become Harder to Forecast? (2007)Why Has U.S. Inflation Become…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Threshold Autoregression with a Unit Root (2001)Threshold Autoregression with…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…The Economic Report of the President. (1955)The Economic Report of the Pr…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Impulse response analysis in nonlinear multivariate models (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Public Debt and Low Interest Rates (2019)Local Projections and VARs Estimate the Same Impulse Responses (2021)Measuring Geopolitical Risk (2022)Economic Forces and the Stock Market (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Economic Effects of Energy Price Shocks (2008)The Econometrics of Financial Markets (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Testing Linearity Against Smooth Transition Autoregressive Models (1988)A nonlinear approach to US GNP (1995)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Sample Splitting and Threshold Estimation (2000)Introductory Econometrics for Finance (2008)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)U.S. Monetary Policy and the Global Financial Cycle (2020)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)Corporate Social and Financial Performance: A Meta-Analysis (2003)The Social Responsibility of Business Is to Increase Its Profits (2007)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Corporate Immunity to the COVID-19 Pandemic (2020)The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Has the Business Cycle Changed and Why? (2002)Forecasting Output and Inflation: The Role of Asset Prices (2003)Fiscal Multipliers in Recession and Expansion (2013)Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)How Big (Small?) are Fiscal Multipliers? (2010)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Growth Forecast Errors and Fiscal Multipliers (2013)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Financial markets under the global pandemic of COVID-19 (2020)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Fluctuations in Uncertainty (2014)Measuring Uncertainty (2015)
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References

  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 2012Measuring the Output Responses to Fiscal Policy2,017 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,871 cited
  • 2007Why Has U.S. Inflation Become Harder to Forecast?1,719 cited
  • 2017Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data1,435 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2020Feverish Stock Price Reactions to COVID-19*1,394 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,387 cited
  • 2011Risk, Uncertainty and Monetary Policy1,330 cited
  • 2020How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic754 cited
  • 1955The Economic Report of the President.713 cited
  • 2001Threshold Autoregression with a Unit Root707 cited
  • 2012Innocent Bystanders? Monetary Policy and Inequality in the U.S.684 cited
  • 2020Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time

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423 cited
  • 2013Are Government Spending Multipliers Greater During Periods of Slack? Evidence from 20th Century Historical Data393 cited
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