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This paper examines the presence of a contagion effect between Chinese and G20 stock markets as well as its intensity over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the time-varying copula approach. The obtained results show strong evidence of...
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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 …
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