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Connectedness among regional financial markets in the context of the COVID-19

Abstract : In this paper, a spillover index measure is used to explore the extent of the connectedness among a set of six regional stock markets over nearly 8 years from 25 June 2012, to 11 May 2020. Results show that financial markets reacted in largely the same way to the significant economic uncertainty caused by COVID-19, and provide striking evidence of the disconnect between the American emerging market and the global financial markets.
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https://hal.archives-ouvertes.fr/hal-03272577
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Submitted on : Monday, June 28, 2021 - 2:48:06 PM
Last modification on : Tuesday, January 4, 2022 - 5:56:33 AM

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Amine Ben Amar, Fateh Bélaïd, Adel Ben Youssef, Khaled Guesmi. Connectedness among regional financial markets in the context of the COVID-19. Applied Economics Letters, Taylor & Francis (Routledge): SSH Titles, 2020, pp.1-8. ⟨10.1080/13504851.2020.1854434⟩. ⟨hal-03272577⟩

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