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The effects of the Covid-19 pandemic on stock markets, CDS and economic activity : time-varying evidence from the US and Europe
Caporale, Guglielmo Maria, (2021)
Does the Covid-19 pandemic affect faith-based investments? : evidence from global sectoral indices
Dharani, Munusamy, (2022)
COVID-19 pandemic and the dependence structure of global stock markets
Aslam, Faheem, (2022)
International stock market comovement in time and scale outlined with a thick pen
Jach, Agnieszka, (2017)
Tail index estimation in the presence of long-memory dynamics
McElroy, Tucker, (2012)
Subsampling inference for the mean of heavy‐tailed long‐memory time series
Jach, Agnieszka, (2012)