Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic
Year of publication: |
2022
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Authors: | Wang, Dong ; Li, Ping ; Huang, Lixin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-8
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Subject: | COVID-19 | Financial markets | Time-frequency dynamics | Volatility spillover | Volatilität | Volatility | Coronavirus | Spillover-Effekt | Spillover effect | Internationaler Finanzmarkt | International financial market | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Welt | World |
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