Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic. | Res Int Bus Finance;61: 101669, 2022 Oct. | MEDLINE

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Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic.

Liu, Wenwen; Gui, Yiming; Qiao, Gaoxiu.

Afiliação

Liu W; School of Economics, Xihua University, Chengdu, Sichuan 610039, PR China.
Gui Y; School of Economics, Xihua University, Chengdu, Sichuan 610039, PR China.
Qiao G; School of Mathematics, Southwest Jiaotong University, Chengdu, Sichuan 611756, PR China.

Res Int Bus Finance ; 61: 101669, 2022 Oct.

Article em En | MEDLINE | ID: mdl-35506059

Palavras-chave

Covid-19 epidemic; Dynamics lead-lag relationship; Jumps; Stock index and futures; Thermal optimal path

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Texto completo: 1 Base de dados: MEDLINE Idioma: En Ano de publicação: 2022 Tipo de documento: Article

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Texto completo: 1 Base de dados: MEDLINE Idioma: En Ano de publicação: 2022 Tipo de documento: Article