Cargando…

Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics

We examine volatility connectedness of 11 sectoral indices in the US using daily data from January 01, 2013 to December 31, 2020. We employ the connectedness measures of Diebold and Yilmaz (2009, 2012, 2014), unveiling changes in sectoral connectedness and stylized facts regarding specific sectors d...

Descripción completa

Detalles Bibliográficos
Autores principales:	Costa, Antonio, Matos, Paulo, da Silva, Cristiano
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856893/ https://www.ncbi.nlm.nih.gov/pubmed/35221808 http://dx.doi.org/10.1016/j.frl.2021.102124

Ejemplares similares

COVID-19, stock market and sectoral contagion in US: a time-frequency analysis
por: Matos, Paulo, et al.
Publicado: (2021)

Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
por: Benlagha, Noureddine, et al.
Publicado: (2022)

The impact of COVID-19 pandemic on the volatility connectedness network of global stock market()
por: Cheng, Tingting, et al.
Publicado: (2022)

Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
por: Yousaf, Imran, et al.
Publicado: (2023)

Gold and US sectoral stocks during COVID-19 pandemic
por: Salisu, Afees A., et al.
Publicado: (2021)

Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
por: Hanif, Waqas, et al.
Publicado: (2023)

Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022)

Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis
por: Dong, Zibing, et al.
Publicado: (2022)

Fresh evidence on connectedness between prominent markets during COVID-19 pandemic
por: Younis, Ijaz, et al.
Publicado: (2022)

Linear and Nonlinear Effects in Connectedness Structure: Comparison between European Stock Markets
por: Karkowska, Renata, et al.
Publicado: (2022)

Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany
por: Zhang, Wenting, et al.
Publicado: (2021)

Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets
por: Zeng, Qing, et al.
Publicado: (2022)

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
por: Youssef, Manel, et al.
Publicado: (2021)

COVID-19 pandemic and stability of stock market—A sectoral approach
por: Buszko, Michał, et al.
Publicado: (2021)

Propensity to sell stocks in an artificial stock market
por: Prates, Wlademir, et al.
Publicado: (2019)

Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
por: Vuong, Giang Thi Huong, et al.
Publicado: (2022)

Connectedness between Defi assets and equity markets during COVID-19: A sector analysis
por: Yousaf, Imran, et al.
Publicado: (2023)

Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets
por: Ahmad, Wasim, et al.
Publicado: (2021)

Risk Perceptions on Hurricanes: Evidence from the U.S. Stock Market
por: Feria-Domínguez, José Manuel, et al.
Publicado: (2017)

Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries
por: Hussain, Muntazir, et al.
Publicado: (2023)

Connectedness of energy markets around the world during the COVID-19 pandemic
por: Akyildirim, Erdinc, et al.
Publicado: (2022)

The transition of the global financial markets' connectedness during the COVID-19 pandemic
por: Maneejuk, Paravee, et al.
Publicado: (2022)

Stock market reaction to US interest rate hike: evidence from an emerging market
por: Kim, Jeongsim
Publicado: (2023)

The Brazilian financial market reaction to COVID-19: A wavelet analysis
por: Costa, Antonio, et al.
Publicado: (2022)

COVID-19 and instability of stock market performance: evidence from the U.S.
por: Hong, Hui, et al.
Publicado: (2021)

Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic
por: Nguyen, Van Chien, et al.
Publicado: (2022)

Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses
por: Chen, Mei-Ping, et al.
Publicado: (2017)

Liquidity connectedness in cryptocurrency market
por: Hasan, Mudassar, et al.
Publicado: (2022)

Stock Market Reaction to COVID-19: Evidence in Customer Goods Sector with the Implication for Open Innovation
por: Machmuddah, Zaky, et al.
Publicado: (2020)

Pandemics and the emerging stock markets
por: Salisu, Afees A., et al.
Publicado: (2020)

Economic policy uncertainty and the US stock market trading: non-ARDL evidence
por: Javaheri, Bakhtiar, et al.
Publicado: (2022)

Stock market comovements: Evidence from the COVID-19 pandemic
por: Zehri, Chokri
Publicado: (2021)

The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war
por: Choi, Sun-Yong
Publicado: (2023)

Sectoral integration on an emerging stock market: a multi-scale approach
por: Nyakurukwa, Kingstone, et al.
Publicado: (2023)

On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis
por: Attarzadeh, Amirreza, et al.
Publicado: (2022)

Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era
por: Bossman, Ahmed, et al.
Publicado: (2022)

Global energy markets connectedness: evidence from time–frequency domain
por: Rehman, Mobeen Ur, et al.
Publicado: (2022)

Impact of COVID-19 on the connectedness across global hospitality stocks
por: Hadi, Dlawar Mahdi, et al.
Publicado: (2022)

What drives US stock markets during the COVID-19 pandemic? A global sensitivity analysis
por: Ahmed, Walid M.A.
Publicado: (2022)

Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US
por: Li, Xiafei, et al.
Publicado: (2021)

Cannot write session to /tmp/vufind_sessions/sess_dvhpog6an79c1jho837rbqnima