Futures market and the contagion effect of COVID-19 syndrome
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DOI: 10.1016/j.frl.2021.102018
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More about this item
Keywords
Futures market; COVID-19; Asymmetric DCC EGARCH; Financial contagion;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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