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COVID-19 pandemic and the dependence structure of global stock markets
16 references·0 citing·44 second hop
COVID-19 pandemic and the dependence structure of global stock markets (2021)COVID-19 pandemic and the dependence stru…The Unprecedented Stock Market Impact of COVID-19 (2020)The Unprecedented Stock Marke…The socio-economic implications of the coronavirus pandemic (COVID-19): A review (2020)The socio-economic implicatio…The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity (2020)The Coronavirus and the Great…Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Stock markets’ reaction to CO…Impacts of epidemic outbreaks on supply chains: mapping a research agenda amid the COVID-19 pandemic through a structured literature review (2020)Impacts of epidemic outbreaks…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Deaths, Panic, Lockdowns and …COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact? (2020)COVID-19’s disasters are peri…COVID-19 and the march 2020 stock market crash. 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(1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multivariate Simultaneous Generalized ARCH (1995)An Introduction to Copulas (1999)Copula Modeling: An Introduction for Practitioners (2007)GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)SRISK: A conditional capital shortfall measure of systemic risk (2017)Transforming Traditional Agriculture. (1964)How Are Small Businesses Adjusting to COVID-19? 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2020The socio-economic implications of the coronavirus pandemic (COVID-19): A review6,345 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 2002Asymmetric correlations of equity portfolios1,530 cited
  • 1989Annals of operations research1,324 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,253 cited
  • 2020Impacts of epidemic outbreaks on supply chains: mapping a research agenda amid the COVID-19 pandemic through a structured literature review1,011 cited
  • 2020The Unprecedented Stock Market Impact of COVID-19903 cited
  • 2020The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity804 cited
  • 2020COVID-19 and the march 2020 stock market crash. Evidence from S&P1500726 cited
  • 2020Coronavirus (COVID-19) — An epidemic or pandemic for financial markets715 cited
  • 2020Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic505 cited
  • 2020Corona virus, tariffs, trade wars and supply chain evolutionary design347 cited

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  • 2019Analyzing Dependent Data with Vine Copulas315 cited
  • 2020COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?311 cited
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