Analysis of risk correlations among stock markets during the COVID-19 pandemic

The outbreak of the COVID-19 pandemic significantly negatively impacted the global economy and stock markets. This paper investigates the stock-market tail risks caused by the COVID-19 pandemic and how the pandemic affects the risk correlations among the stock markets worldwide. The conditional auto...

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Detalles Bibliográficos
Autores principales: Wu, JunFeng, Zhang, Chao, Chen, Yun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9164517/
https://www.ncbi.nlm.nih.gov/pubmed/36536651
http://dx.doi.org/10.1016/j.irfa.2022.102220

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9164517/
https://www.ncbi.nlm.nih.gov/pubmed/36536651
http://dx.doi.org/10.1016/j.irfa.2022.102220

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