Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic: A time-varying copula approach-Reference-Cited by-同舟云学术

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Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic: A time-varying copula approach

Published:2023-05-21 Issue:1 Volume:11 Page:
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Sghaier Nadia¹,Kouki Mondher¹²,Messaoud Samia Ben¹

Affiliation:

1. International Finance Group of Tunisia, Faculty of Economics Sciences and Management of Tunisia, University of Tunis el Manar, Tunsia

2. Department of Finance and Banking, College of Business Administration, Dar Al Uloom University, Riyadh, Kingdom of Saudi Arabia

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2023.2210363

Reference50 articles.

1. NetVIX — A network volatility index of financial markets

2. Financial contagion during COVID–19 crisis

3. Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns

4. Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach

5. Stock markets’ reaction to COVID-19: Cases or fatalities?

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