Lee, C. Et Al. 2022. Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis. Finance a Uver - Czech Journal of Economics and Finance , vol.72, no.4 , 328-355.

Lee, C., OLASEHINDE WILLIAMS, G. O., & OLANIPEKUN, I. O., (2022). Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis. Finance a Uver - Czech Journal of Economics and Finance , vol.72, no.4, 328-355.

Lee, Chien-Chiang, GODWIN OLUSEYE OLASEHINDE WILLIAMS, And IFEDOLAPO OLABISI OLANIPEKUN. "Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis," Finance a Uver - Czech Journal of Economics and Finance , vol.72, no.4, 328-355, 2022

Lee, Chien-Chiang Et Al. "Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis." Finance a Uver - Czech Journal of Economics and Finance , vol.72, no.4, pp.328-355, 2022

Lee, C. OLASEHINDE WILLIAMS, G. O. And OLANIPEKUN, I. O. (2022) . "Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis." Finance a Uver - Czech Journal of Economics and Finance , vol.72, no.4, pp.328-355.

@article{article, author={Chien-Chiang Lee Et Al. }, title={Stock Markets Reaction to COVID-19: Evidence from Time-Varying Cointegration, Leveraged Bootstrap Causality and Event Analysis}, journal={Finance a Uver - Czech Journal of Economics and Finance}, year=2022, pages={328-355} }