Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre

Utilising Chinese-developed data based on long-standing influenza indices, and the more recently-developed coronavirus and face mask indices, we set out to test for the presence of volatility spillovers from Chinese financial markets upon a broad number of traditional financial assets during the out...

Descripción completa

Detalles Bibliográficos
Autores principales: Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Oxley, Les, Xu, Danyang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Authors. Published by Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7467126/
http://dx.doi.org/10.1016/j.iref.2020.06.022

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7467126/
http://dx.doi.org/10.1016/j.iref.2020.06.022

Ejemplares similares