Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo and Sang Hoon Kang
| Year of publication: |
2023
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|---|---|
| Authors: | Mensi, Walid ; Nekhili, Ramzi ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 9, p. 2107-2132
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| Subject: | Asymmetric spillovers | Connectedness network | Stock markets | COVID-19 news | High-frequency | analysis | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Schwellenländer | Emerging economies | Coronavirus | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-01-2021-0074 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014449774