Empirical Evidence of Dynamic Conditional Correlation Between Asian Stock Markets and US Stock Indexes During COVID-19 Pandemic
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DOI: 10.13106/jafeb.2021.vol8.no9.0143
Abstract: This study aims to explore the dynamic conditional correlation (DCC) between ten Asian stock indexes, the US stock index, and Bitcoin by using the dynamic conditional correlation model. The time span of the daily data… read more here.
Keywords: asian stock; correlation; conditional correlation; covid pandemic ... See more keywords