Sector-by-sector analysis of dependence dynamics between global large-cap companies and infectious diseases: A time-varying copula approach in EBOV and COVID-19 episodes

Infectious diseases and widespread outbreaks influence different sectors of the economy, including the stock market. In this article, we investigate the effect of EBOV and COVID-19 outbreaks on stock market indices. We employ time-varying and constant bivariate copula methods to measure the dependen...

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Detalles Bibliográficos
Autores principales: Ghaemi Asl, Mahdi, Tavakkoli, Hamid Reza, Rashidi, Muhammad Mahdi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8565766/
https://www.ncbi.nlm.nih.gov/pubmed/34731181
http://dx.doi.org/10.1371/journal.pone.0259282

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8565766/
https://www.ncbi.nlm.nih.gov/pubmed/34731181
http://dx.doi.org/10.1371/journal.pone.0259282

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