Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis

Pacific-Basin Finance Journal · 2021 · PMC9759268

Europe PMC

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a decreasing trendno p-value reported

For instance, the total connectedness has been highest during March 2020, and then it has shown a decreasing trend towards the end of 2020.

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Quoted from the open-access full text in Europe PMC under the licence the publisher applied. The sentence is reproduced exactly as published; the emphasis is ours.