Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18
during the COVID-19 pandemic. To explore cross-market linkages, we distinguish between regular interdependence and pure …-run interdependence between the markets under consideration before the start of the COVID-19 pandemic in December 2019. However, after the …