Impacts of COVID-19 on global stock sectors : evidence from time-varying connectedness and asymmetric nexus analysis
Zibing Dong, Yanshuang Li, Xintian Zhuang, Jian Wang
| Year of publication: |
2022
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| Authors: | Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-22
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| Subject: | Asymmetric nexus | COVID-19 | Quantile-on-Quantile Regression | Stock sectors | Time-varying Connectedness | Coronavirus | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Welt | World | Schätzung | Estimation | VAR-Modell | VAR model | Schock | Shock | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101753 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534213