Research on the dynamic spillover of stock markets under COVID-19-Taking the stock markets of China, Japan, and South Korea as an example

• Principais autores: Baicheng Zhou (Autor), Qingshu Yin (Autor), Shu Wang (Autor), Tianye Li (Autor)
• Formato: Livro
• Publicado em: Frontiers Media S.A., 2022-11-01T00:00:00Z.
• Assuntos: article
• Acesso em linha: Connect to this object online.

Examining stock market interactions between China (mainland China and Hong Kong), Japan, and South Korea, this study employs a framework that includes 239 economic variables to identify the spillover effects among these three countries, and empirically simulates the dynamic time-varying non-linear r...