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10.1016/j.frl.2020.101648

http://scihub22266oqcxt.onion/10.1016/j.frl.2020.101648
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C7315952!7315952!32837368
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suck abstract from ncbi


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pmid32837368      Financ+Res+Lett 2020 ; 36 (ä): 101648
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  • The impact of COVID-19 on the degree of dependence and structure of risk-return relationship: A quantile regression approach #MMPMID32837368
  • Azimli A
  • Financ Res Lett 2020[Oct]; 36 (ä): 101648 PMID32837368show ga
  • ?Impact of COVID-19 on degree and structure of risk-return dependence is examined.?Interaction among Google Search Index for coronavirus (GSIC) and returns is examined.?COVID-19 changed the dependence and structure of risk-return relationship.?The GSIC-return dependence is asymmetric with a stronger effect in lower tail.
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