Spatial financial contagion during the COVID-19 outbreak: Local correlation approach

The purpose of this paper is to examine the effect of spatial proximity on financial contagion during the COVID-19 outbreak. We use the daily stock index series of Asian, American, and European countries from January 1, 2014 to January 30, 2021. Two groups of countries are considered: the first incl...

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Detalles Bibliográficos
Autores principales: Zorgati, Imen, Garfatta, Riadh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8413304/
https://www.ncbi.nlm.nih.gov/pubmed/34493939
http://dx.doi.org/10.1016/j.jeca.2021.e00223

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8413304/
https://www.ncbi.nlm.nih.gov/pubmed/34493939
http://dx.doi.org/10.1016/j.jeca.2021.e00223

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