The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Muneer Shaik, George Varghese and Vinodh Madhavan
| Year of publication: |
2024
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|---|---|
| Authors: | Shaik, Muneer ; Varghese, George ; Madhavan, Vinodh |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 8, p. 880-900
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| Subject: | COVID-19 | Ebola & MERS | spillovers | TVP-VAR | volatility connectedness | Volatilität | Volatility | Coronavirus | Epidemie | Epidemic | Welt | World | Spillover-Effekt | Spillover effect | Infektionskrankheit | Infectious disease |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2023.2174499 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446216