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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2021
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| Materias: | |
| 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 |