Parichat Sinlapates; Tanit Sriwong; Surachai Chancharat - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-17
COVID-19 pandemic. The empirical findings provide compelling evidence of cross-market shock and volatility transmission … influence the volatility of stock returns, and the relationship also holds in reverse. All diagonal element estimations are … statistically significant for both periods, as shown by the findings of the return and volatility spillovers between the returns of …
