Unveiling COVID-19’s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets
The paper delves into the impact of the COVID-19 pandemic on foreign stock markets across several developed nations. It seeks to empirically validate the presence of contagion by employing an adjusted correlation test spanning 7 developing stock markets from February 1, 1992, to April 31, 2021. Emp...
Main Authors: | Mariem Talbi, Monia Mokhtar Ferchichi, Fatma Ismaalia, Samia Samil |
---|---|
Format: | Article |
Language: | English |
Published: |
EconJournals
2024-01-01
|
Series: | International Journal of Economics and Financial Issues |
Subjects: | |
Online Access: | http://econjournals.com/index.php/ijefi/article/view/15643 |
Similar Items
-
Diversification benefits in energy, metal and agricultural commodities for Islamic investors: evidence from multivariate GARCH approach
by: Buerhan Saiti, et al.
Published: (2018-09-01) -
Modeling Long Memory and Regime Switching with an MRS-FIEGARCH Model: A Simulation Study
by: Caixia Zhang, et al.
Published: (2023-04-01) -
Multivariate FIGARCH and long memory process: evidence of oil price markets
by: Nadhem Selmi, et al.
Published: (2015-09-01) -
Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach
by: Dahiru A. Bala, et al.
Published: (2017-03-01) -
Bitcoin as an Investment and Hedge Alternative. A DCC MGARCH Model Analysis
by: Karl Oton Rudolf, et al.
Published: (2021-08-01)