2020 •
Connectedness among regional financial markets in the context of the COVID-19
Authors: Ben Amar, Amine, Bélaïd, Fateh, Ben Youssef, Adel, Guesmi, Khaled
Venue: Applied Economics Letters
Type: Publication
Abstract: International audience; In this paper, a spillover index measure is used to explore the extent of the connectedness among a set of six regional stock markets over nearly 8 years from 25 June 2012, to 11 May 2020. Results show that financial markets reacted in largely the same way to the significant economic uncertainty caused by COVID-19, and provide striking evidence of the disconnect between the American emerging market and the global financial markets.
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