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Australia's Resilience to Recession

Grant number: DP200101963 | Funding period: 2020 - 2023

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Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic*

Renee Fry-McKibbin, Matthew Greenwood-Nimmo, Cody Yu-Ling Hsiao, Lin Qi

2022-02-19

We study the distribution of equity returns in the G20 equity markets to test for contagion following the first official report of..

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Matthew Greenwood-Nimmo's Profile Picture
Matthew Greenwood-Nimmo Economics

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