Open AccessCOVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach
Author(s) -
Huthaifa Alqaralleh,
Alessandra Canepa,
Emilio Zanetti Chini
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3631067
Subject(s) - covid-19 , copula (linguistics) , autoregressive conditional heteroskedasticity , stock market , econometrics , pandemic , financial economics , economics , financial contagion , business , financial market , finance , volatility (finance) , virology , medicine , geography , context (archaeology) , disease , archaeology , infectious disease (medical specialty) , outbreak
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