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    • Covid-19 pandemic and tail-dependency networks of financial assets 

      Le, T. H.; Do, H. X.; Nguyen, D. K.; Şensoy, Ahmet (Elsevier, 2020-10)
      This study provides evidence on the frequency-based dependency networks of various financial assets in the tails of return distributions given the extreme price movements under the exceptional circumstance of the Covid-19 ...