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Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis

In this paper, we analyze the impact of the COVID-19 crisis on global stock sectors from two perspectives. First, to measure the effect of the COVID-19 on the volatility connectedness among global stock sectors in the time–frequency domain, we combine the time-varying connectedness and frequency con...

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Detalles Bibliográficos
Autores principales:	Dong, Zibing, Li, Yanshuang, Zhuang, Xintian, Wang, Jian
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9252869/ http://dx.doi.org/10.1016/j.najef.2022.101753

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