Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war

Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war

We examine the dynamics and spillover effects of interconnectedness among equity indices during the COVID-19 pandemic and the Russian–Ukrainian war. Using daily data from June 2010 to May 2023, we consider five major equity indices, namely, the Dow Jones Industrial Average (DJIA), National Associati...

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Bibliographic Details
Main Authors: Bashar Yaser Almansour, Sabri Elkrghli, Jesus Cuauhtemoc Tellez Gaytan, Rajesh Mohnot
Format: Article
Language:English
Published: Elsevier 2023-12-01
Series:Heliyon
Subjects:
COVID-19
Dynamic connectedness
Network approach
Russian–Ukrainian war
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844023101824

Internet

http://www.sciencedirect.com/science/article/pii/S2405844023101824

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