COVID-19 pandemic and global financial market interlinkages: a dynamic temporal network analysis

The present study investigates the changes in G20 stock market dynamics and their interlinkages in the aftermath of COVID-19. It utilizes the Detrended Cross-Correlation Analysis (DCCA) along with the network and complexity theories for detecting the contagion effect of the pandemic on the stock mar...

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Veröffentlicht in:	Applied economics 2021-05, Vol.53 (25), p.2930-2945
Hauptverfasser:	Chakrabarti, Prasenjit, Jawed, Mohammad Shameem, Sarkhel, Manish
Format:	Artikel
Sprache:	eng
Schlagworte:	Contagion Coronaviruses Correlation analysis COVID-19 detrended cross-correlation analysis Diversification Economic analysis Economic theory Financial market multiscale networks Network analysis Pandemics Securities markets Stock exchanges stock market
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