Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?
Year of publication: |
2022
|
---|---|
Authors: | Derbali, Abdelkader ; Naoui, Kamel ; Ben Sassi, Mounir ; Amiri, Mohamed Marouen |
Published in: |
The Chinese economy : translations and studies. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0954, ZDB-ID 2093995-4. - Vol. 55.2022, 3, p. 227-242
|
Subject: | COVID-19 | dynamic conditional correlation | returns | spillover | stock market indices | volatilities | Aktienmarkt | Stock market | Coronavirus | Aktienindex | Stock index | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Korrelation | Correlation | China | Wirtschaftsindikator | Economic indicator | Kapitaleinkommen | Capital income | Schätzung | Estimation | Industrieländer | Industrialized countries | Epidemie | Epidemic |
-
Ampountolas, Apostolos, (2023)
-
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao, (2021)
-
Ghorbel, Ahmed, (2022)
- More ...
-
Investor sentiment and the risk-return tradeoff
Amiri, Mohamed Marouen, (2020)
-
Determinants of life insurance demand in Tunisia
Zerriaa, Mouna, (2017)
-
Derbali, Abdelkader, (2021)
- More ...