The international spread of COVID-19 stock market collapses

We identify periods of mildly explosive dynamics and collapses in the stock markets of 18 major countries during the first wave of the COVID-19 pandemic of 2020. We find statistical evidence of instability transmission from the Chinese stock market to all other markets. The recovery is heterogeneous...

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Detalles Bibliográficos
Autores principales: Contessi, Silvio, De Pace, Pierangelo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8450777/
https://www.ncbi.nlm.nih.gov/pubmed/34566529
http://dx.doi.org/10.1016/j.frl.2020.101894

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8450777/
https://www.ncbi.nlm.nih.gov/pubmed/34566529
http://dx.doi.org/10.1016/j.frl.2020.101894

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