The risk spillover effect of COVID-19 breaking news on the stock market
Year of publication: |
2022
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Authors: | Long, Zhenzhen ; Zhao, Yang |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 15, p. 4321-4337
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Subject: | COVID-19 | event analysis | risk spillovers | Coronavirus | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment |
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