The Impact of Sino-US Trade War on Volatility Spillover Effect Between Related Industries in Sino-US Stock Market
Authors
Zimu Zhang1, *, 11712823@mail.sustech.edu.cn
1Department of Finance Southern University of Science and Technology Shenzhen, China
Corresponding Author
Zimu Zhang11712823@mail.sustech.edu.cn
Available Online 26 March 2022.
- DOI
- 10.2991/aebmr.k.220307.260How to use a DOI?
- Keywords
- Sino-US trade war; Sino-US stock market; Volatility spillover effect
- Abstract
This paper discusses the impact of the outbreak of the Sino-US trade war on the volatility spillover effects among steel, automobile manufacturing, electrical equipment, and semiconductor industries in the stock markets through establishing the MGARCH-BEKK model. The results show differences in the volatility spillover effects between different sectors in the Sino-US stock market before and after the Sino-US trade war.
- Copyright
- © 2022 The Authors. Published by Atlantis Press International B.V.
- Open Access
- This is an open access article under the CC BY-NC license.
Cite this article
TY - CONF AU - Zimu Zhang PY - 2022 DA - 2022/03/26 TI - The Impact of Sino-US Trade War on Volatility Spillover Effect Between Related Industries in Sino-US Stock Market BT - Proceedings of the 2022 7th International Conference on Financial Innovation and Economic Development (ICFIED 2022) PB - Atlantis Press SP - 1590 EP - 1602 SN - 2352-5428 UR - https://doi.org/10.2991/aebmr.k.220307.260 DO - 10.2991/aebmr.k.220307.260 ID - Zhang2022 ER -