Volatility spillovers, structural breaks and uncertainty in technology sector markets

Volatility spillovers, structural breaks and uncertainty in technology sector markets

Abstract This study uses the dynamic conditional correlation to investigate how technology subsector stocks interact with financial assets in the face of economic and financial uncertainty. Our results suggest that structural breaks have diverse effects on financial asset connectedness and that the...

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Bibliographic Details
Main Authors: Linn Arnell, Emma Engström, Gazi Salah Uddin, Md. Bokhtiar Hasan, Sang Hoon Kang
Format: Article
Language:English
Published: SpringerOpen 2023-10-01
Series:Financial Innovation
Subjects:
Technology sector
Diversification
Dynamic conditional correlation
Uncertainty
Structural breaks
Online Access:https://doi.org/10.1186/s40854-023-00502-5

Internet

https://doi.org/10.1186/s40854-023-00502-5

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