Contagion and bond pricing: The case of the ASEAN region

Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?

“…Using detrended moving and cross-correlation techniques, Okorie and Lin (2020) provide pieces of evidence for the COVID-19 fractal contagion effect on the stock markets. Previous studies by Abid et al (2019) document that contagion effect may be more likely shown during crisis periods, which is the case here with the Covid pandemic, rather than tranquil periods.…”