Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors

This paper examines the impacts of COVID-19 outbreak on the spillover between ten US and Chinese equity sectors. We use Copula and Conditional Value at Risk approaches. The results show evidence of asymmetric tail dependence during the COVID-19 outbreak with the exception of the Utilities sector, wh...

Descripción completa

Detalles Bibliográficos
Autores principales: Hanif, Waqas, Mensi, Walid, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8055515/
https://www.ncbi.nlm.nih.gov/pubmed/33897307
http://dx.doi.org/10.1016/j.frl.2021.101922

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8055515/
https://www.ncbi.nlm.nih.gov/pubmed/33897307
http://dx.doi.org/10.1016/j.frl.2021.101922

Ejemplares similares