DOAJ Open Access 2023

Volatility spillovers, structural breaks and uncertainty in technology sector markets

Linn Arnell Emma Engström Gazi Salah Uddin Md. Bokhtiar Hasan Sang Hoon Kang

Abstrak

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.

Topik & Kata Kunci

Public finance Finance

Penulis (5)

Linn Arnell

Emma Engström

Gazi Salah Uddin

Md. Bokhtiar Hasan

Sang Hoon Kang

Format Sitasi

APA MLA BibTeX

Arnell, L., Engström, E., Uddin, G.S., Hasan, M.B., Kang, S.H. (2023). Volatility spillovers, structural breaks and uncertainty in technology sector markets. https://doi.org/10.1186/s40854-023-00502-5

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Informasi Jurnal

Tahun Terbit: 2023
Sumber Database: DOAJ
DOI: 10.1186/s40854-023-00502-5
Akses: Open Access ✓