Integration of financial markets during COVID-19: a dynamic correlation analysis on Euronext
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DOI: 10.1080/13504851.2021.1983133
Abstract: This article investigates the reaction of integrated financial markets to the COVID-19 pandemic. Using a dynamic conditional correlation model on Euronext Stock Exchange, I find that the integration of financial markets can act as a… read more here.
Keywords: markets covid; integration financial; covid dynamic; correlation ... See more keywords