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COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets

This 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 average but...

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Detalles Bibliográficos
Autores principales:	Li, Yanshuang, Shi, Yujie, Shi, Yongdong, Yi, Shangkun, Zhang, Weiping
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier B.V. 2023
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10024965/ http://dx.doi.org/10.1016/j.pacfin.2023.102004

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