Learning from SARS: Return and volatility connectedness in COVID-19

Using a sample of the G20 countries, we examine the impact of COVID-19 on stock return and volatility connectedness, and whether the connectedness measures behave differently for countries with SARS 2003 experience. We find that both stock return and volatility connectedness increase across the phas...

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Detalles Bibliográficos
Autores principales: Bissoondoyal-Bheenick, Emawtee, Do, Hung, Hu, Xiaolu, Zhong, Angel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7561528/
https://www.ncbi.nlm.nih.gov/pubmed/33082720
http://dx.doi.org/10.1016/j.frl.2020.101796

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7561528/
https://www.ncbi.nlm.nih.gov/pubmed/33082720
http://dx.doi.org/10.1016/j.frl.2020.101796

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