Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?
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DOI: 10.1016/j.irfa.2023.102710
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- Chancharat, Surachai & Sinlapates, Parichat, 2023. "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, vol. 57(C).
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Keywords
Long-run volatilities; Dynamics correlation; COVID-19; Russia-Ukraine war;All these keywords.
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