Impact of the COVID-19 outbreak on the US equity sectors : evidence from quantile return spillovers
Year of publication: |
2021
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Authors: | Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Krištoufek, Ladislav ; Saeed, Tareq |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 7.2021, Art.-No. 14, p. 1-23
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Subject: | COVID-19 outbreak | Global risk aversion | Granger causality | Quantile return spillovers | US equity sector indices | Spillover-Effekt | Spillover effect | Coronavirus | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Wirkungsanalyse | Impact assessment | USA | United States | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Aktienmarkt | Stock market |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-021-00228-2 [DOI] hdl:10419/237246 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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