Contagion and portfolio management in times of COVID-19

This paper aims to investigate the COVID-19 pandemic impacts on the interconnectedness between the Chinese stock market and major financial and commodity markets—gold, silver, Bitcoin, WTI, S&P 500, and Euro STOXX 50—and analyze the portfolio design implications. Using daily data from 2018 to 20...

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Detalles Bibliográficos
Autores principales: Belhassine, Olfa, Karamti, Chiraz
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2021
Materias:
Modelling Economic Policy Issues
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8425959/
https://www.ncbi.nlm.nih.gov/pubmed/34518721
http://dx.doi.org/10.1016/j.eap.2021.07.010

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8425959/
https://www.ncbi.nlm.nih.gov/pubmed/34518721
http://dx.doi.org/10.1016/j.eap.2021.07.010

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