Futures market and the contagion effect of COVID-19 syndrome

The paper aims to investigate the existence of financial contagion between China and its major trading partners during the ongoing COVID-19 pandemic using the multivariate ADCC-EGARCH model. The analysis results reveal significant financial contagion in most developed and emerging markets having sig...

Descripción completa

Detalles Bibliográficos
Autor principal: Banerjee, Ameet Kumar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8596880/
https://www.ncbi.nlm.nih.gov/pubmed/34803533
http://dx.doi.org/10.1016/j.frl.2021.102018

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8596880/
https://www.ncbi.nlm.nih.gov/pubmed/34803533
http://dx.doi.org/10.1016/j.frl.2021.102018

Ejemplares similares