Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; … - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 310-332
coronavirus disease 2019 (COVID-19) pandemic. This policy has affected the financial markets worldwide. This empirical research … pandemic. Moreover, the study fills the literature gap by combining the copula-based GARCH and the minimum spanning tree models …