Lukanima, Benedicto Kulwizira; Sanchez-Barrios, Luis Javier - In: International review of economics & finance : IREF 89 (2024) 1, pp. 478-497
compared to previous studies: between the pre-Global Financial Crisis (March 2004) and COVID19 (March 2023) periods. Second, we … Covid19, were associated with increased volatility and correlation despite mixed correlation outcomes during Covid19 …. However, whereas real returns dropped during the GCF, it was the contrary during Covid19. Third, regarding the effect of MILA …