The time-varying spillover effect of China's stock market during the COVID-19 pandemic

The time-varying spillover effect of China's stock market during the COVID-19 pandemic

The rapid spread of coronavirus (COVID-19) has a significant impact on the world economy, especially on the financial market. Investors are panicking about the future. This paper considers industry data and aims to investigate the impact of the pandemic on China's stock market. The Asymmetric-G...

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Bibliographic Details
Main Authors: Chen, Z. (Author), Liu, X. (Author), Yao, Y. (Author)
Format: Article
Language:English
Published: Elsevier B.V. 2022
Subjects:
China's Stock Markets
Commerce
Comovement
Co-movement
Complex networks
Coronavirus
Coronaviruses
COVID-19
Disease control
Financial markets
Financial networks
GARCH-BEKK model
Industry datum
Investments
Spillover effect
Spillover effects
Time varying
Volatility spillovers
World economy
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