Sectoral connectedness : new evidence from US stock market during COVID-19 pandemics
Year of publication: |
2022
|
---|---|
Authors: | Costa, Antonio ; Matos, Paulo ; Silva, Cristiano da Costa da |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-14
|
Subject: | COVID-19 | Sectoral connectedness | Volatility spillover | Portfolio allocation | Coronavirus | Volatilität | Volatility | Spillover-Effekt | Spillover effect | USA | United States | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Epidemie | Epidemic | Welt | World | Wirkungsanalyse | Impact assessment |
-
Bukhari, Syed Faisal Hasan, (2022)
-
The impact of pandemic on dynamic volatility spillover network of international stock markets
Lan, Tingting, (2023)
-
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Cheng, Tingting, (2022)
- More ...
-
The Brazilian financial market reaction to COVID-19 : a wavelet analysis
Costa, Antonio, (2022)
-
COVID-19, stock market and sectoral contagion in US : a time-frequency analysis
Matos, Paulo, (2021)
-
Credit, default, financial system and development
Matos, Paulo, (2021)
- More ...