Learning from SARS : return and volatility connectedness in COVID-19
Emawtee Bissoondoyal-Bheenick, Hung Do, Xiaolu Hu, Angel Zhong
| Year of publication: |
2021
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|---|---|
| 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
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| Subject: | COVID-19 | Return connectedness | SARS 2003 | Spillover | Volatility connectedness | Volatilität | Volatility | Coronavirus | Infektionskrankheit | Infectious disease | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101796 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013335964