COVID-19's impact of the return and volatility spillovers between the US and Asian stock markets
Year of publication: |
2022
|
---|---|
Authors: | Hwang, Jae-Kwang |
Published in: |
Journal of international business and economics : JIBE. - [Erscheinungsort nicht ermittelbar] : IABE, ISSN 1544-8037, ZDB-ID 2529293-6. - Vol. 22.2022, 3, p. 5-10
|
Subject: | Return and Volatility Spillover Effects | DCC GARCH | COVID-19 | Volatilität | Volatility | Coronavirus | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | USA | United States | Asien | Asia | Börsenkurs | Share price | Aktienmarkt | Stock market |
-
Thangamuthu, Mohanasundaram, (2022)
-
Le Thi Minh Huong, (2024)
-
Ampountolas, Apostolos, (2023)
- More ...
-
Dynamic Correlation Analysis of Asian Stock Markets
Hwang, Jae-Kwang, (2012)
-
Spillover Effects of the 2008 Financial Crisis in Latin America Stock Markets
Hwang, Jae-Kwang, (2014)
-
Do Reverse Stock Splits Benefit Long-term Shareholders?
Hwang, Jae-Kwang, (2012)
- More ...