From pandemic turbulence to recovery: a dynamic assessment of return and volatility spillovers in tourism finance
Abstract This study investigates the return and volatility connectedness among major tourism stock indices and risk-related indices during the pre-COVID-19, COVID-19, and post-COVID-19 periods using a time-varying parameter vector autoregression (TVP-VAR) model. Specifically, a connectedness network...
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| Автори: | , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
SpringerOpen
2026-02-01
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| Серія: | Financial Innovation |
| Предмети: | |
| Онлайн доступ: | https://doi.org/10.1186/s40854-026-00914-z |
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