We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Volatility spillovers, structural breaks and uncertainty in technology sector markets.
- Authors
Arnell, Linn; Engström, Emma; Uddin, Gazi Salah; Hasan, Md. Bokhtiar; Kang, Sang Hoon
- 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 level of bond linkage increases when the trend breaks. We see a growing co-movement between the technology sector and major financial assets when uncertainty is considered. Overall, our findings indicate that the connectedness response varies depending on the type of uncertainty shock.
- Subjects
VOLATILITY (Securities); ECONOMIC uncertainty; STRUCTURAL break (Economics); ASSETS (Accounting)
- Publication
Financial Innovation, 2023, Vol 9, Issue 1, p1
- ISSN
2199-4730
- Publication type
Article
- DOI
10.1186/s40854-023-00502-5