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Stock markets and the COVID-19 fractal contagion effects

This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock markets. The stock market information of the top 32 coronavirus affected economies (as of 31st March 2020) was sampled for ex-ante and ex-post COVID-19 outbreak analysis using the Detrended Moving Cross-Corr...

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Detalhes bibliográficos
Publicado no:Financ Res Lett
Main Authors: Okorie, David Iheke, Lin, Boqiang
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier Inc. 2021
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7275187/
https://ncbi.nlm.nih.gov/pubmed/32837366
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101640
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