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

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11 décembre 2020

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Périmètre
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HAL-SHS : droit et gestion

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Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.1080/13504851.2020.1854434

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Archives ouvertes

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Centre pour la communication scientifique directe

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Public markets

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Amine Ben Amar et al., « Connectedness among regional financial markets in the context of the COVID-19 », HAL-SHS : droit et gestion, ID : 10.1080/13504851.2020.1854434

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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.

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