EPW2020
Time-varying Nature of Stock Market Interdependence: A Global Perspective
Economic and Political Weekly, Vol. 55, No. 13, 2020 · Publisher page ↗
Investigation of time-varying interdependence patterns among global stock markets using dynamic correlation analysis, revealing structural changes in market connectivity across different economic regimes and crisis periods.
Key results
- Studies time-varying interdependence among global stock markets.
- Reveals structural changes in market connectivity across regimes and crises.