Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?
Abdelkader Derbali, Kamel Naoui, Mounir Ben Sassi and Mohamed Marouen Amiri
| Year of publication: |
2022
|
|---|---|
| Authors: | Derbali, Abdelkader ; Naoui, Kamel ; Ben Sassi, Mounir ; Amiri, Mohamed Marouen |
| Subject: | COVID-19 | dynamic conditional correlation | returns | spillover | stock market indices | volatilities | Aktienmarkt | Stock market | Coronavirus | Aktienindex | Stock index | China | Korrelation | Correlation | Volatilität | Volatility | Wirtschaftsindikator | Economic indicator | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Epidemie | Epidemic |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10971475.2021.1958453 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013204855