An asymmetric spillover between China and Pakistan' stock markets : a comparative analysis before and during COVID-19 crisis
Khurram Shehzad, Liu Xiaoxing, Hayfa Kazouz, Daniel Balsalobre-Lorente, Ayoub Zeraibi and Abdul Rauf
| Year of publication: |
2022
|
|---|---|
| Authors: | Shehzad, Khurram ; Liu, Xiaoxing ; Kazouz, Hayfa ; Balsalobre-Lorente, Daniel ; Zeraibi, Ayoub ; Rauf, Abdul |
| Published in: |
Journal of sustainable finance & investment. - Abingdon : Routledge, ISSN 2043-0809, ZDB-ID 2622381-8. - Vol. 12.2022, 4, p. 1265-1284
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| Subject: | COVID-19 | financial stability | KSE-100 index | Shanghai Composite index | sustainable development | VAR-DCC-MEGARCH model | volatility spillover | China | Volatilität | Volatility | Coronavirus | Pakistan | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Shanghai | Aktienmarkt | Stock market | Nachhaltige Entwicklung | Sustainable development |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/20430795.2020.1870203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013415687