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Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US

Hela Nammouri1, Souhir Chlibi2, Oussama Labidi1

  • 1ESDES Business School of UCLyon, 10, place des archives, 69002, Lyon, France.

Finance Research Letters
|April 18, 2022
PubMed

Keywords:
COVID-19ContagionSector index co-movementsVector error correction model, healthcare sector index

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