Dynamic volatility spillovers between industries in the US stock market : evidence from the COVID-19 pandemic and Black Monday
Sun-Yong Choi
| Year of publication: |
2022
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| Authors: | Choi, Sun-Yong |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-16
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| Subject: | Black Monday | COVID-19 pandemic | S&P 500 index | Volatility spillovers | USA | United States | Coronavirus | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Aktienindex | Stock index | Epidemie | Epidemic | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101614 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413560