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Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
The COVID-19 pandemic, which originated in Wuhan, China, precipitated the stock market crash of March 2020. According to published global data, the U.S. has been most affected by the tragedy throughout this outbreak. Understanding the degree of integration between the financial systems of the world&...
Autores principales: | Vuong, Giang Thi Huong, Nguyen, Manh Huu, Huynh, Anh Ngoc Quang |
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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/PMC9561434/ https://www.ncbi.nlm.nih.gov/pubmed/36268201 http://dx.doi.org/10.1016/j.jeca.2022.e00276 |
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