Learning from SARS : return and volatility connectedness in COVID-19
Year of publication: |
2021
|
---|---|
Authors: | Bissoondoyal-Bheenick, Emawtee ; Do, Hung ; Hu, Xiaolu ; Zhong, Angel |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-7
|
Subject: | COVID-19 | Return connectedness | SARS 2003 | Spillover | Volatility connectedness | Coronavirus | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Infektionskrankheit | Infectious disease | Wirkungsanalyse | Impact assessment | Kapitalmarktrendite | Capital market returns |
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