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Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic

Dong Wang1, Ping Li1,2, Lixin Huang3

  • 1School of Economics and Management, Beihang University, Beijing 100191, China.

Finance Research Letters
|April 18, 2022
PubMed

Keywords:
COVID-19Financial marketsTime-frequency dynamicsVolatility spillover

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