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Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors
This paper examines the impacts of COVID-19 outbreak on the spillover between ten US and Chinese equity sectors. We use Copula and Conditional Value at Risk approaches. The results show evidence of asymmetric tail dependence during the COVID-19 outbreak with the exception of the Utilities sector, wh...
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| Publicado no: | Financ Res Lett |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Elsevier Inc.
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8055515/ https://ncbi.nlm.nih.gov/pubmed/33897307 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2021.101922 |
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