Futures market and the contagion effect of COVID-19 syndrome
Year of publication: |
2021
|
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Authors: | Banerjee, Ameet Kumar |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-10
|
Subject: | COVID-19 | Financial contagion | Asymmetric DCC EGARCH | Futures market | Coronavirus | Ansteckungseffekt | Contagion effect | Derivat | Derivative | Warenbörse | Commodity exchange | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model |
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