Li, Yanshuang; Shi, Yujie; Shi, Yongdong; Yi, Shangkun; … - 2022
AbstractThis study investigates the impact of COVID-19 vaccinations on volatility (risk) spillovers among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based connectedness approaches, we examine the evolving patterns and network structure of risk spillovers not only on...