Analysis of global stock markets’ connections with emphasis on the impact of COVID-19

We explore global stock markets’ connections during the financial crises or risks since 1995 with emphasis on the situation under COVID-19. We choose 40 countries/regions and take one index from each of them, and then compute the correlation coefficients and distances between each pair of the indice...

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Bibliographic Details

Published in:	Physica A Vol. 569; p. 125774
Main Authors:	Guo, Hongfeng, Zhao, Xinyao, Yu, Hang, Zhang, Xin
Format:	Journal Article
Language:	English
Published:	Netherlands Elsevier B.V 01.05.2021
Subjects:	Complex network COVID-19 Persistence landscape Stock index Topological data analysis COVID-19 Topological data analysis Stock index Persistence landscape Complex network
ISSN:	0378-4371, 1873-2119, 0378-4371
Online Access:	Get full text
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