Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic : a time-varying copula approach
Year of publication: |
2023
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Authors: | Sghaier, Nadia ; Kouki, Mondher |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 1, Art.-No. 2210363, p. 1-28
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Subject: | contagion effect | contagion intensity | COVID-19 pandemic | G20 stock markets | time-varying copula | Coronavirus | Aktienmarkt | Stock market | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Epidemie | Epidemic | Welt | World | G20-Staaten | G20 countries | Kapitaleinkommen | Capital income | China | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2023.2210363 [DOI] |
Classification: | C01 - Econometrics ; F3 - International Finance ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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