Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data
Syed Faisal Hasan Bukhari, Habib Ahmad, Hasan Hanif, Syed Farhan Shah
| Year of publication: |
2022
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|---|---|
| Authors: | Bukhari, Syed Faisal Hasan ; Ahmad, Habib ; Hanif, Hasan ; Shah, Syed Farhan |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 15.2022, 4, p. 309-330
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| Subject: | contagious | COVID-19 | financial crisis | interdependence | pandemic | portfolio diversification | volatility spillover | Volatilität | Volatility | Finanzkrise | Financial crisis | Coronavirus | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | China | Aktienmarkt | Stock market | Pakistan | Internationaler Finanzmarkt | International financial market | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2022.127157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014314085