A: full-sample
07/27/2018
06/25/2021
B: prior-COVID-19
07/27/2018
12/30/2019
C: COVID-19
12/30/2019
06/25/2021
α -0.00023 -0.00041 0.0234
β 11,1 -0.00435** -0.00231*** -0.00591***
β 12,1 0.00543*** 0.00031** 0.04398***
β 21,1 -0.03214 -0.00087 -0.06983
β 22,1 -0.28319** -0.01248*** -0.87745***
β 11,2 -0.15323 -0.24103 -0.09248
β 12,2 0.00658*** 0.00194*** 0.07815***
β 21,2 -0.00983 -0.02047 -0.02941
β 22,2 -0.00865** -0.00915** -0.01302***