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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| Materias: | |
| 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 |