id	author	title	date	pages	extension	mime	words	sentences	flesch	summary	cache	txt
cord-301348-h21rnyww	Gherghina, Ștefan Cristian	Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis	2020-09-15		.txt	text/plain	6397	376	60	Figure 6 shows the results of criteria graph for the ARDL model that takes into account the number of new cases and new deaths in China, both for the BET stock index return and for the Romanian Government bond (10Y). Figure 7 shows the results of criteria graph for the ARDL model that takes into account the number of new cases and new deaths in Italy, both for the BET stock index return and for the Romanian Government bond (10Y). However, both models shows that the number of new deaths in China due to COVID-19 has no influence on the BET index return, respectively, on the Romania 10-year bond yield, neither in the short-term, nor in the long-term. However, the short-run results show a negative impact of new deaths cases of COVID-19 from Italy on the BET index return, in line with Okorie and Lin [58] which underlined a transitory contagion effect in the stock markets due to novel coronavirus.	./cache/cord-301348-h21rnyww.txt	./txt/cord-301348-h21rnyww.txt