Volatility spillovers,structural breaks and uncertainty in technology sector markets

作     者：Linn Arnell Emma Engström Gazi Salah Uddin MdBokhtiar Hasan Sang Hoon Kang 

作者机构：Landshypotek BankStockholmSweden Department of Management and EngineeringLinköping UniversityLinköpingSweden Department of Finance and BankingIslamic UniversityKushtia 7003Bangladesh School of BusinessPusan National UniversityBusanRepublic of Korea 

出 版 物：《Financial Innovation》 (金融创新（英文）)

年 卷 期：2023年第9卷第1期

页      面：2908-2938页

核心收录：

学科分类：0202[经济学-应用经济学] 02[经济学] 020205[经济学-产业经济学] 

基　　金：supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A2A01038422) 

主　　题：Technology sector Diversification Dynamic conditional correlation Uncertainty Structural breaks 

摘      要：This study uses the dynamic conditional correlation to investigate how technology subsector stocks interact with financial assets in the face of economic and financial *** results suggest that structural breaks have diverse effects on financial asset connectedness and that the level of bond linkage increases when the trend *** see a growing co-movement between the technology sector and major financial assets when uncertainty is ***,our findings indicate that the connectedness response varies depending on the type of uncertainty shock.