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Assessing the impact of COVID-19 on major industries in Japan: A dynamic conditional correlation approach

Masayasu Kanno1

  • 1College of Commerce, Nihon University, 5-2-1, Kinuta, Setagaya, Tokyo 157-8570, Japan.

Research in International Business and Finance
|July 7, 2021
PubMed

Keywords:
COVID-19Composite stock indexDynamic conditional correlation (DCC)Multivariate GARCHSector and regional analysis

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