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Competitività e spin-off : analisi di alcuni casi italiani ed esteri

Costa, Antonio - 2000

Persistent link: https://www.econbiz.de/10001623848

COVID-19, stock market and sectoral contagion in US : a time-frequency analysis

Matos, Paulo; Costa, Antonio; Silva, Cristiano da Costa da - In: Research in international business and finance 57 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013332941

Sectoral connectedness : new evidence from US stock market during COVID-19 pandemics

Costa, Antonio; Matos, Paulo; Silva, Cristiano da Costa da - In: Finance research letters 45 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014575497

Sectoral Connectedness : New Evidence from US Stock Market during COVID-19 Pandemics

Costa, Antonio; Matos, Paulo Rogério; da Silva, Cristiano - 2021

We examine volatility connectedness of 11 sectoral indices in the US using daily data from January 01, 2013 to December 31, 2020. We employ the connectedness measures of Diebold and Yilmaz (2009, 2012, 2014), unveiling changes in the US sectoral connectedness and stylized facts regarding...

Persistent link: https://www.econbiz.de/10013239057