How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?()

This study investigates how the dependence structures between stock markets and economic factors have changed during the COVID-19 pandemic using the dynamic model averaging approach. A series of economic factors such as commodity markets, cryptocurrency, monetary policy, international capital flows,...

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Detalles Bibliográficos
Autores principales: Dong, Xiyong, Song, Li, Yoon, Seong-Min
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8413926/
http://dx.doi.org/10.1016/j.najef.2021.101546

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8413926/
http://dx.doi.org/10.1016/j.najef.2021.101546

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