Browsing Others by Author "Khan, Mrestyal"
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A study of retrun spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic
Kayani, Umar; Aysan, Ahmet Faruk; Khan, Mrestyal; Khan, Maaz; Nawaz, Farrukh (Elsevier Ltd, 2024-02)In times of crisis, stock markets experience a significant increase in return volatility, which leads to spillovers across equity sectors. The purpose of this study is to investigate the asymmetric spillovers across ten ...