Riding the waves: A study of retrun spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic

Riding the waves: A study of retrun spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic

<p>In times of crisis, stock markets experience a significant increase in return volatility, which leads to spillovers across equity sectors. The purpose of this study is to investigate the asymmetric spillovers across ten U.S. equity sectors, representing different industries. Daily prices of...

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Bibliographic Details
Main Author:	Umar Kayani (17986576) (author)
Other Authors:	Ahmet Faruk Aysan (11902115) (author), Mrestyal Khan (17986579) (author), Maaz Khan (7843460) (author), Farrukh Nawaz (17986582) (author)
Published:	2024
Subjects:	Commerce, management, tourism and services Banking, finance and investment Economics Applied economics COVID-19 U.S sector indices Returns Spillovers DY methodology
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