The impact of COVID-19 pandemic on the volatility connectedness network of global stock market

journal contribution

posted on 2024-06-06, 09:51 authored by T Cheng, J Liu, W Yao, AB Zhao

The impact of COVID-19 pandemic on the volatility connectedness network of global stock market

History

Journal

Pacific Basin Finance Journal

Volume

71

Article number

ARTN 101678

Pagination

1-22

Location

Amsterdam, The Netherlands

ISSN

0927-538X

eISSN

1879-0585

Language

English

Author URL

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000729130000003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a045e4b2bb1f2b747c68c720ec8913b7

Publication classification

C1 Refereed article in a scholarly journal

Publisher

Elsevier

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Categories

No categories selected

Keywords

Business & Economics Business, Finance COVID-19 IMPULSE-RESPONSE ANALYSIS Network connectedness REGRESSION SELECTION Social Sciences Spillover index Variance decomposition 3502 Banking, finance and investment

Licence

All Rights Reserved

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