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Correlation of US and Japanese stocks during COVID-19

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CharlesCSZWhitei

Can you explain if there would be any variations in the correlation between US stocks and stocks from other nations during the COVID-19 pandemic? Give an example of whether you expect the correlation between US and Japanese stock returns to alter over time and if so, the reason behind it [10 marks] .

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Can you explain if there would be any variations in the correlation between US stocks and stocks from other nations during the COVID-19 pandemic? Give an example of whether you expect the correlation between US and Japanese stock returns to alter over time and if so, the reason behind it [10 marks]

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Correlation of US and Japanese stocks during COVID-19

  • 1. Can you explain if there would be any variations in the correlation between US stocks and stocks from other nations during the COVID-19 pandemic? Give an example of whether you expect the correlation between US and Japanese stock returns to alter over time and if so, the reason behind it [10 marks]