Sector-by-sector analysis of dependence dynamics between global large-cap companies and infectious diseases: A time-varying copula approach in EBOV and COVID-19 episodes.

Infectious diseases and widespread outbreaks influence different sectors of the economy, including the stock market. In this article, we investigate the effect of EBOV and COVID-19 outbreaks on stock market indices. We employ time-varying and constant bivariate copula methods to measure the dependen...

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Autores principales: Mahdi Ghaemi Asl, Hamid Reza Tavakkoli, Muhammad Mahdi Rashidi
Formato: article
Lenguaje:EN
Publicado: Public Library of Science (PLoS) 2021
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Acceso en línea:https://doaj.org/article/391c90cd13814a29803d55b378503d27
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