Connectedness among regional financial ...
Document type :
Compte-rendu et recension critique d'ouvrage
Title :
Connectedness among regional financial markets in the context of the COVID-19
Author(s) :
Ben Amar, Amine [Auteur]
Bélaïd, Fateh [Auteur]
Lille économie management - UMR 9221 [LEM]
Ben Youssef, Adel [Auteur]
Guesmi, Khaled [Auteur]
Bélaïd, Fateh [Auteur]
Lille économie management - UMR 9221 [LEM]
Ben Youssef, Adel [Auteur]
Guesmi, Khaled [Auteur]
Journal title :
Applied Economics Letters
Pages :
1-8
Publisher :
Taylor & Francis (Routledge): SSH Titles
Publication date :
2020-12-11
ISSN :
1350-4851
HAL domain(s) :
Sciences de l'Homme et Société/Gestion et management
English abstract : [en]
In this paper, a spillover index measure is used to explore the extent of the connectedness among a set of six regional stock markets over nearly 8 years from 25 June 2012, to 11 May 2020. Results show that financial markets ...
Show more >In this paper, a spillover index measure is used to explore the extent of the connectedness among a set of six regional stock markets over nearly 8 years from 25 June 2012, to 11 May 2020. Results show that financial markets reacted in largely the same way to the significant economic uncertainty caused by COVID-19, and provide striking evidence of the disconnect between the American emerging market and the global financial markets.Show less >
Show more >In this paper, a spillover index measure is used to explore the extent of the connectedness among a set of six regional stock markets over nearly 8 years from 25 June 2012, to 11 May 2020. Results show that financial markets reacted in largely the same way to the significant economic uncertainty caused by COVID-19, and provide striking evidence of the disconnect between the American emerging market and the global financial markets.Show less >
Language :
Anglais
Popular science :
Non
Collections :
Source :