The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Tingting Cheng, Junli Liu, Wenying Yao, Albert Bo Zhao
| Year of publication: |
2022
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|---|---|
| Authors: | Cheng, Tingting ; Liu, Junli ; Yao, Wenying ; Zhao, Albert Bo |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 71.2022, p. 1-22
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| Subject: | COVID-19 | Network connectedness | Spillover index | Variance decomposition | Coronavirus | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Aktienmarkt | Stock market | Welt | World | Spillover-Effekt | Spillover effect | Epidemie | Epidemic | Unternehmensnetzwerk | Business network | Aktienindex | Stock index | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101678 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014513730