Return connectedness across asset classes around the COVID-19 outbreak
Elie Bouri, Oguzhan Cepni, David Gabauer, Rangan Gupta
| Year of publication: |
2021
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|---|---|
| Authors: | Bouri, Elie ; Cepni, Oguzhan ; Gabauer, David ; Gupta, Rangan |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 73.2021, p. 1-11
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| Subject: | COVID-19 outbreak | Financial markets contagion | Return connectedness | TVP-VAR | Coronavirus | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101646 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803742