Stock markets and the COVID-19 fractal contagion effects

•This paper investigates the fractal contagion effects of COVID-19 on the Stock Markets.•The DMCA and DCCA techniques are used to test the fractal contagion hypothesis.•Found significant fractal contagion effects on the stock markets return and volatility.•The COVID-19 fractal contagion effects on t...

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Vydané v:	Finance research letters Ročník 38; s. 101640
Hlavní autori:	Okorie, David Iheke, Lin, Boqiang
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Netherlands Elsevier Inc 01.01.2021
Predmet:	Contagion Cross-correlation Return Stock markets Volatility P34 Contagion Return O16 Volatility F36 N20 Stock markets Cross-correlation
ISSN:	1544-6123, 1544-6131, 1544-6131
On-line prístup:	Získať plný text
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