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Return connectedness across asset classes around the COVID-19 outbreak
Author(s):
Elie Bouri
,
Oguzhan Cepni
,
David Gabauer
,
Rangan Gupta
Publication date
Created:
January 2021
Publication date
(Print):
January 2021
Journal:
International Review of Financial Analysis
Publisher:
Elsevier BV
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Novel Coronavirus Disease COVID-19
Most cited references
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Regression Quantiles
Roger Koenker
,
Gilbert Bassett
(1978)
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Macroeconomics and Reality
Christopher Sims
(1980)
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Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X Diebold
,
Kamil Yilmaz
(2012)
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Author and article information
Contributors
Elie Bouri:
(View ORCID Profile)
Oguzhan Cepni:
(View ORCID Profile)
Journal
Title:
International Review of Financial Analysis
Abbreviated Title:
International Review of Financial Analysis
Publisher:
Elsevier BV
ISSN (Print):
10575219
Publication date Created:
January 2021
Publication date (Print):
January 2021
Volume
: 73
Page
: 101646
Article
DOI:
10.1016/j.irfa.2020.101646
SO-VID:
9b299b22-3ae7-432f-98d8-70c3f040921d
Copyright ©
© 2021
License:
https://www.elsevier.com/tdm/userlicense/1.0/
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