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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-...

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Detalles Bibliográficos
Autores principales: Liu, Xueyong, Chen, Zhihua, Chen, Zhensong, Yao, Yinhong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
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