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In this paper, we examine the changes in the dependence structure of global stock markets amid the outbreak of COVID-19. We divide 56 stock markets into developed, emerging, and frontier markets and study their daily price data from October 15, 2019 to August 17, 2020 using the canonical vine...
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The COVID-19 pandemic and Sub-Prime Crisis are major incidents that happened to the world in almost 13 years. The stock …
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growth evolve across horizons in response to the coronavirus outbreak and subsequent policy responses until June 2020 …
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