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Can I read An assessment of how COVID-19 changed the global equity market on EtoBox?
An assessment of how COVID-19 changed the global equity market by Nguyen, Dat Thanh (author);Phan, Dinh Hoang Bach (author);Ming, Tee Chwee (author);Nguyen, Van Ky Long (author) is a Economics, Econometrics and Finance article available to read on EtoBox.
What is An assessment of how COVID-19 changed the global equity market about?
This paper investigates the impact of the U.S and China equity markets on global equity markets during the COVID-19 pandemic. Specifically, we compare the contagion of global equity markets, their volatility persistence, and the volatility spillover effects from the U.S and China to other countries in pre-pandemic and during-pandemic periods. We find evidence of significant contagion effects from the U.S and China stock markets during the COVID-19 pandemic period. Further, we observe that the nature of stock index volatility does not change and there is weak evidence for volatility spillover effects during the pandemic period.
Who reads An assessment of how COVID-19 changed the global equity market?
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Nguyen, Dat Thanh (author);Phan, Dinh Hoang Bach (author);Ming, Tee Chwee (author);Nguyen, Van Ky Long (author)
- Publisher
- Elsevier BV
- Published
- 2021
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)