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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

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

Costa, Antonio - 2000

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

A distributed approach to capacity allocation in logical networks

Costa, A.; Ramakrishnan, M.; Taylor, P. G. - In: European journal of operational research : EJOR 203 (2010) 3, pp. 737-748

Persistent link: https://www.econbiz.de/10003944397

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