Asymmetric volatility spillover among Chinese sectors during COVID-19

Inter-sectoral volatility linkages in the Chinese stock market are understudied, especially asymmetries in realized volatility connectedness, accounting for the catastrophic event associated with the COVID-19 outbreak. In this paper, we examine the asymmetric volatility spillover among Chinese stock...

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Detalles Bibliográficos
Autores principales: Shahzad, Syed Jawad Hussain, Naeem, Muhammad Abubakr, Peng, Zhe, Bouri, Elie
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760082/
https://www.ncbi.nlm.nih.gov/pubmed/36568735
http://dx.doi.org/10.1016/j.irfa.2021.101754

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760082/
https://www.ncbi.nlm.nih.gov/pubmed/36568735
http://dx.doi.org/10.1016/j.irfa.2021.101754

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