Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US
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DOI: 10.1016/j.frl.2021.102295
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Cited by:
- Priya Malhotra & Pankaj Sinha, 2023. "Exchange-traded Funds in India Amid COVID-19 Crisis: An Empirical Analysis of the Performance," Metamorphosis: A Journal of Management Research, , vol. 22(1), pages 38-54, June.
- Ghouse, Ghulam & Bhatti, Muhammad Ishaq & Aslam, Aribah & Ahmad, Nawaz, 2023. "Asymmetric spillover effects of Covid-19 on the performance of the Islamic finance industry: A wave analysis and forecasting," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
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Keywords
COVID-19; Sector index co-movements; Contagion; Vector error correction model; healthcare sector index;All these keywords.
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