The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
Year of publication: |
2024
|
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Authors: | Shaik, Muneer ; Varghese, George ; Madhavan, Vinodh |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 8, p. 880-900
|
Subject: | COVID-19 | Ebola & MERS | spillovers | TVP-VAR | volatility connectedness | Coronavirus | Volatilität | Volatility | Epidemie | Epidemic | Welt | World | Spillover-Effekt | Spillover effect | Wirkungsanalyse | Impact assessment |
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