Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic()

We study the distribution of equity returns in the G20 equity markets to test for contagion following the first official report of a COVID-19 case in China in December 2019 and the subsequent announcement of a global pandemic in March 2020. We find evidence of contagion through equity market tail ri...

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Detalles Bibliográficos
Autores principales: Fry-McKibbin, Renée, Greenwood-Nimmo, Matthew, Hsiao, Cody Yu-Ling, Qi, Lin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856898/
https://www.ncbi.nlm.nih.gov/pubmed/35221814
http://dx.doi.org/10.1016/j.frl.2021.102150

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856898/
https://www.ncbi.nlm.nih.gov/pubmed/35221814
http://dx.doi.org/10.1016/j.frl.2021.102150

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