Volatility spillover from the Chinese stock market to the G20 stock markets in the wake of the pandemic COVID-19
Sarika Lohana, Miklesh Prasad Yadav, A.G. Rekha
| Year of publication: |
2024
|
|---|---|
| Authors: | Lohana, Sarika ; Yadav, Miklesh Prasad ; Rekha A. G. |
| Subject: | COVID-19 pandemic | DCC-MGARCH-VAR | financial contagion | G-20 stock market | spillover | Straits Times Index | Aktienmarkt | Stock market | Coronavirus | Volatilität | Volatility | China | Spillover-Effekt | Spillover effect | Finanzkrise | Financial crisis | G20-Staaten | G20 countries | Ansteckungseffekt | Contagion effect | Epidemie | Epidemic | Aktienindex | Stock index | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219091524500115 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196907