The impact of pandemic on dynamic volatility spillover network of international stock markets
Tingting Lan, Liuguo Shao, Hua Zhang, Caijun Yuan
| Year of publication: |
2023
|
|---|---|
| Authors: | Lan, Tingting ; Shao, Liuguo ; Zhang, Hua ; Yuan, Caijun |
| Subject: | Dynamic network | EMVID | Pandemic | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Coronavirus | Epidemie | Epidemic | Welt | World | Unternehmensnetzwerk | Business network | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02422-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014388918