Cross-market correlations and financial contagion from developed to emerging economies : a case of COVID-19 pandemic
Year of publication: |
2022
|
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Authors: | Siddiqui, Taufeeque Ahmad ; Khan, Mazia Fatima ; Naushad, Mohammad ; Syed, Abdul Malik |
Published in: |
Economies : open access journal. - Basel : MDPI, ISSN 2227-7099, ZDB-ID 2704214-5. - Vol. 10.2022, 6, Art.-No. 147, p. 1-12
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Subject: | co-movement | COVID-19 | DCC-GARCH | financial contagion | stock markets | Coronavirus | Schwellenländer | Emerging economies | Ansteckungseffekt | Contagion effect | Aktienmarkt | Stock market | Finanzkrise | Financial crisis | Epidemie | Epidemic | Korrelation | Correlation | Welt | World | Spillover-Effekt | Spillover effect |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/economies10060147 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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