Covid-19, Investor Sentiment and Contagion Across Stock Markets
نویسندگان
چکیده
This study examines investor sentiment which may trigger contagion in financial markets during the recent Covid-19 outbreak within a DCC-GARCH model. The results show that most of time-varying correlations have risen after until WHO declared disease as global pandemic and rise occurs each group countries/regions where least deaths took place. There is evidence cases. Overall, seems to give between stock increased pandemic.
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ژورنال
عنوان ژورنال: Uluslararas? ekonomi ve yenilik dergisi
سال: 2021
ISSN: ['2149-6838']
DOI: https://doi.org/10.20979/ueyd.874254