Connectedness among regional financial markets in the context of the COVID-19

Amine Ben Amar, Belaid Fateh, Adel Ben Youssef and Khaled Guesmi

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Abstract: 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.

Date: 2020-12-11
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Published in Applied Economics Letters, 2020, pp.1-8. ⟨10.1080/13504851.2020.1854434⟩

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Working Paper: Connectedness among regional financial markets in the context of the COVID-19 (2021)
Working Paper: Connectedness among regional financial markets in the context of the COVID-19 (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03272577

DOI: 10.1080/13504851.2020.1854434

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