Studies examining the impact of COVID-19 using network dynamics are scant and tend to evaluate a specific local stock … market. We present a thorough investigation of 58 world stock market networks using a complex network approach spanning … across the uncertain times that have resulted from the coronavirus outbreak. First, we use the daily closing prices of the …

We propose the dynamic network effect (DNE) model for the study of high-dimensional multivariate time series data … of latent stochastic network effects. The parameter-driven, nonlinear state-space model requires simulation …-section dimension is large and the network is dense. An empirical application on the spread of the COVID-19 pandemic through …