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The time-varying spillover effect of China’s stock market during the COVID-19 pandemic
The rapid spread of coronavirus (COVID-19) has a significant impact on the world economy, especially on the financial market. Investors are panicking about the future. This paper considers industry data and aims to investigate the impact of the pandemic on China’s stock market. The Asymmetric-GARCH-...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9232396/ https://www.ncbi.nlm.nih.gov/pubmed/35782685 http://dx.doi.org/10.1016/j.physa.2022.127821 |