Arnell, Linn; Engström, Emma; Uddin, Mohammed Gazi Salah; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-31
This study uses the dynamic conditional correlation to investigate how technology subsector stocks interact with fnancial assets in the face of economic and fnancial uncertainty. Our results suggest that structural breaks have diverse efects on fnancial asset connectedness and that the level of...