More different than alike: cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic-Reference-Cited by-同舟云学术

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More different than alike: cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic

Published:2024-01-29 Issue: Volume: Page:1-19
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Chen Yufeng¹²,Yimaier Reyila³,Xiang Lin²

Affiliation:

1. School of Economics, Center for Studies of Modern Business, Zhejiang Gongshang University, Hangzhou, Zhejiang, China

2. College of Economics and Management, Zhejiang Normal University, Jinhua, China

3. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China

Funder

National Natural Science Foundation of China

Zhejiang Provincial Natural Science Foundation for Distinguished Young Scholars

Zhejiang Provincial Philosophy and Social Science Planning Project

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2024.2305162

Reference48 articles.

1. Financial contagion during COVID–19 crisis

2. Coronavirus (COVID-19) — An epidemic or pandemic for financial markets

3. Stock markets’ reaction to COVID-19: Cases or fatalities?

4. On the efficiency of foreign exchange markets in times of the COVID-19 pandemic

5. The risk transmission of COVID-19 in the US stock market

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1. Asymmetric Return Connectedness Among Indian Equity Sectors:  Insights from Recent Global  Disruptions;Global Business Review;2024-06-02

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