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Applied Economics Letters Volume 30, 2023 - Issue 4
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Research Article

The impacts of COVID-19 on the dependence structure of the stock market

Jong-Min Kima Statistics Discipline, Division of Science and Mathematics, University of Minnesota at Morris, Morris, MN, USA
&
Hojin Jungb Department of Economics, Jeonbuk National University, Jeonju-si, KoreaCorrespondence[email protected]
Pages 510-515 | Published online: 26 Oct 2021

References

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  • Choi, C., and H. Jung. 2021. “COVID-19’s Impacts on the Korean Stock Market.” Applied Economics Letters 1–5. Forthcoming. doi:10.1080/13504851.2021.1904099.
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  • Kim, J. M., L. Tabacu, and H. Jung. 2020b. “A Quantile-copula Approach to Dependence between Financial Assets.” The North American Journal of Economics and Finance 51: 101066. doi:10.1016/j.najef.2019.101066.
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  • Narayan, P. K., Q. Gong, and H. J. Aliahmed. 2021. “Is There a Pattern in How COVID-19 Has Affected Australia’s Stock Returns?” Applied Economics Letters 1–4. Forthcoming. doi:10.1080/13504851.2020.1861190.
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  • Sklar, M. 1959. Fonctions de Répartition À N Dimensions et Leurs Marges, 8. Paris, France: Université Paris.

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