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Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre

Utilising Chinese-developed data based on long-standing influenza indices, and the more recently-developed coronavirus and face mask indices, we set out to test for the presence of volatility spillovers from Chinese financial markets upon a broad number of traditional financial assets during the out...

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Bibliographic Details
Published in:International Review of Economics & Finance
Main Authors: Corbet, Shaen, Hou, Yang (Greg), Hu, Yang, Oxley, Les, Xu, Danyang
Format: Artigo
Language:Inglês
Published: The Authors. Published by Elsevier Inc. 2021
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC7467126/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.iref.2020.06.022
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