Aslam, Faheem; Mughal, Khurrum; Aziz, Saqib; Ahmad, … - 2021
In this paper, we examine the changes in the dependence structure of global stock markets amid the outbreak of COVID-19 … markets, during the COVID-19, the dependence of markets shifted from the Netherlands to France while the root node position of … Hungary replaced the market of Poland. The frontier markets showed strong dependence signs with Mauritius before COVID-19 and …