Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Year of publication: |
May 12, 2021
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Authors: | Fry-McKibbin, Renée ; Greenwood-Nimmo, Matthew ; Hsiao, Cody Yu-Ling ; Qi, Lin |
Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
Subject: | Financial Contagion | Comoment Contagion Tests | Coronavirus | Ansteckungseffekt | Contagion effect | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Epidemie | Epidemic |
Extent: | 1 Online-Ressource (circa 14 Seiten) Illustrationen |
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Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2021, 36 (April 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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