Figures & data
Table 1. List of countries with corresponding region and stock market indices
Table 2. Statistics on COVID-19 pandemic until 7 April 2022
Table 3. Descriptive statistics of stock market returns over all period
Table 4. Descriptive statistics of stock market returns for each subperiod
Table 5. Linear correlation coefficients for each subperiod
Table 6. Estimation results of time-varying SJC copulas for each subperiod
Table 7. Estimation results of time-varying SJC copulas for each subperiod
Table 8. Mean of lower and upper tail dependence coefficients of time-varying SJC copula for each subperiod