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The international spread of COVID-19 stock market collapses

Volume: 42, Pages: 101894 - 101894
Published: Oct 1, 2021
Abstract
We identify periods of mildly explosive dynamics and collapses in the stock markets of 18 major countries during the first wave of the COVID-19 pandemic of 2020. We find statistical evidence of instability transmission from the Chinese stock market to all other markets. The recovery is heterogeneous and generally...
Paper Details
Title
The international spread of COVID-19 stock market collapses
Published Date
Oct 1, 2021
Volume
42
Pages
101894 - 101894
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