COVID-19 pandemic and the dependence structure of global stock markets
Year of publication: |
2022
|
---|---|
Authors: | Aslam, Faheem ; Mughal, Khurrum Shahzad ; Aziz, Saqib ; Ahmad, Muhammad Farooq ; Trabelsi, Dhoha |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 18, p. 2013-2031
|
Subject: | COVID-19 | dependence structures | stock markets | vine copulas | Coronavirus | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Epidemie | Epidemic | Welt | World | Internationaler Finanzmarkt | International financial market |
-
COVID-19 pandemic and stock market contagion : a wavelet-copula GARCH approach
Alqaralleh, Huthaifa, (2020)
-
An analysis of dependency of stock markets after unlimited QE announcements during COVID-19 pandemic
Ornanong Puarattanaarunkorn, (2023)
-
COVID-19 pandemic waves and global financial markets : evidence from wavelet coherence analysis
Karamti, Chiraz, (2022)
- More ...
-
COVID-19 Pandemic and the Dependence Structure of Global Stock Markets
Aslam, Faheem, (2021)
-
On the efficiency of foreign exchange markets in times of the COVID-19 pandemic
Aslam, Faheem, (2020)
-
On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic
Aslam, Faheem, (2020)
- More ...