Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
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DOI: 10.1016/j.jeca.2022.e00276
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More about this item
Keywords
Stock market crash; Asymmetric volatility spillovers; ICSS algorithm; Chinese stock market; The U.S. stock market; COVID-19 pandemic.;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- F00 - International Economics - - General - - - General
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F51 - International Economics - - International Relations, National Security, and International Political Economy - - - International Conflicts; Negotiations; Sanctions
Statistics
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