COVID-19 Outbreak and Co-Movement of Global Markets: Insight from Dynamic Wavelet Correlation Analysis
The COVID-19 pandemic has in its short existence caused economic downturn and affected global markets. As would be expected, the occurrences of global crises or shocks often heighten uncertainties in international markets and increase correlations among them. Yet, not much is known of the actual imp...
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| Main Authors: | , , |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
IntechOpen
2020
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| Subjects: | |
| Online Access: | https://www.intechopen.com/chapters/74536 |
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