COVID-19 and the liquidity network

Published 2021 View Full Article

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Title
COVID-19 and the liquidity network
Authors
Keywords
COVID-19 pandemic, Liquidity interconnectedness, Lead-lag liquidity network, Granger-causality, Sector analysis
Journal
Finance Research Letters
Volume 42, Issue -, Pages 101937
Publisher
Elsevier BV
Online
2021-01-19
DOI
10.1016/j.frl.2021.101937

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