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Sector-by-Sector Analysis of Dependence Dynamics between Global Large-Cap Companies and Infectious Diseases: A Time-Varying Copula Approach in EBOV and COVID-19 Episodes

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posted on 2021-05-02, 08:31 authored by Mahdi Ghaemi AslMahdi Ghaemi Asl, Hamid Reza Tavakkoli, Mohammd Mahdi Rashidi
Sector-by-Sector Analysis of Dependence Dynamics between Global Large-Cap Companies and Infectious Diseases: A Time-Varying Copula Approach in EBOV and COVID-19 Episodes

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    Keywords

    infection diseasesTime-varying dependenceCopula ModelsInfectious Disease Equity Market Volatility Index (IEMV)Sectoral Stock IndicesEconometric and Statistical MethodsFinancial EconometricsEconomics

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