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Impacts of the COVID-19 pandemic on financial market connectedness · Study

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ArticleImpacts of the COVID-19 pandemic on financial market connectedness

Mike K. P. So2020

Article2020

Impacts of the COVID-19 pandemic on financial market connectedness

Mike K. P. So · Amanda M. Y. Chu · Thomas W. C. Chan

175 citations·0/0 files stored·Finance research letters

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Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts Complex Systems and Time Series Analysis

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References

2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2020Financial markets under the global pandemic of COVID-19 2020COVID-19 and finance: Agendas for future research 2020Stock markets’ reaction to COVID-19: Cases or fatalities?2020Financial contagion during COVID–19 crisis 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market 2009Global market integration: An alternative measure and its application☆

Cited by

2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?2021Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties 2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets 2021COVID–19 media coverage and ESG leader indices 2022An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis

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Details

Year2020

Typearticle

Published2020-11-24

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations175

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.frl.2020.101864

openalex_workW3108550559

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2021Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic

2021Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic

2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic