An asymmetric spillover between China and Pakistan' stock markets : a comparative analysis before and during COVID-19 crisis
Year of publication: |
2022
|
---|---|
Authors: | Shehzad, Khurram ; Liu, Xiaoxing ; Kazouz, Hayfa ; Balsalobre-Lorente, Daniel ; Zeraibi, Ayoub ; Rauf, Abdul |
Published in: |
Journal of sustainable finance & investment. - Abingdon : Routledge, ISSN 2043-0809, ZDB-ID 2622381-8. - Vol. 12.2022, 4, p. 1265-1284
|
Subject: | COVID-19 | financial stability | KSE-100 index | Shanghai Composite index | sustainable development | VAR-DCC-MEGARCH model | volatility spillover | Coronavirus | China | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Pakistan | Aktienindex | Stock index | Shanghai | Aktienmarkt | Stock market | Börsenkurs | Share price |
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