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Riding the waves: A study of return spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic
16 references·2 citing·39 second hop
Riding the waves: A study of return spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic (2024)Riding the waves: A study of return spill…The Unprecedented Stock Market Impact of COVID-19 (2020)The Unprecedented Stock Marke…The socio-economic implications of the coronavirus pandemic (COVID-19): A review (2020)The socio-economic implicatio…The impact of COVID-19 on emerging stock markets (2020)The impact of COVID-19 on eme…Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Stock markets’ reaction to CO…Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)Pandemic-Related Financial Ma…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…Stock prices and geographic proximity of information: Evidence from the Ebola outbreak (2017)Stock prices and geographic p…Asymmetric volatility connectedness on the forex market (2017)Asymmetric volatility connect…Asymmetric Volatility Spillovers: Revisiting the Diebold-Yilmaz (2009) Spillover Index with Realized Semivariance (2013)Asymmetric Volatility Spillov…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…The impact of the SARS outbreak on Taiwanese hotel stock performance: An event-study approach (2006)The impact of the SARS outbre…A Multivariate GARCH Model of International Transmissions of Stock Returns and Volatility: The Case of the United States and Canada (1995)A Multivariate GARCH Model of…Volatiltiy and Links Between National Stock Markets (1990)Volatiltiy and Links Between …Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Darwin’den Wall Street’e: Evrimsel Psikoloji ve Genlerin Işığında Finansal Karar Alma (2025)Darwin’den Wall Street’e: Evr…Nexus of firm specific variables and capital structure decisions: an evidence from Asia Pacific region amid covid-19 crisis times (2024)Nexus of firm specific variab…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Modeling and Forecasting Realized Volatility (2003)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Behavior of Stock-Market Prices (1965)ARCH modeling in finance (1992)Measuring and Testing the Impact of News on Volatility (1993)Stock return variances (1986)Mean reversion in stock prices (1988)Is the correlation in international equity returns constant: 1960–1990? 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References

  • 2020The socio-economic implications of the coronavirus pandemic (COVID-19): A review6,745 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
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  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,358 cited
  • 2020Financial contagion during COVID–19 crisis1,000 cited
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  • 2013Asymmetric Volatility Spillovers: Revisiting the Diebold-Yilmaz (2009) Spillover Index with Realized Semivariance468 cited
  • 2017Stock prices and geographic proximity of information: Evidence from the Ebola outbreak

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392 cited
  • 2017Asymmetric volatility connectedness on the forex market279 cited
  • 2020Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre248 cited
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    • 2024Nexus of firm specific variables and capital structure decisions: an evidence from Asia Pacific region amid covid-19 crisis times11 cited
    • 2025Darwin’den Wall Street’e: Evrimsel Psikoloji ve Genlerin Işığında Finansal Karar Alma0 cited