Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Year of publication: |
2023
|
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Authors: | Mensi, Walid ; Nekhili, Ramzi ; Xuan Vinh Vo ; Kang, Sang Hoon |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 9, p. 2107-2132
|
Subject: | Asymmetric spillovers | Connectedness network | Stock markets | COVID-19 news | High-frequency | analysis | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Börsenkurs | Share price | Coronavirus | Kapitaleinkommen | Capital income | Schätzung | Estimation | Welt | World |
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