{"id":"https://openalex.org/W4391326319","doi":"https://doi.org/10.1016/j.heliyon.2024.e25203","title":"Riding the waves: A study of return spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic","display_name":"Riding the waves: A study of return spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic","publication_year":2024,"publication_date":"2024-01-29","ids":{"openalex":"https://openalex.org/W4391326319","doi":"https://doi.org/10.1016/j.heliyon.2024.e25203","pmid":"https://pubmed.ncbi.nlm.nih.gov/38370190","pmcid":"https://www.ncbi.nlm.nih.gov/pmc/articles/10874732"},"language":"en","primary_location":{"id":"doi:10.1016/j.heliyon.2024.e25203","doi":"https://doi.org/10.1016/j.heliyon.2024.e25203","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.heliyon.2024.e25203","pdf_url":null,"source":{"id":"https://openalex.org/S2898612692","display_name":"Heliyon","issn_l":"2405-8440","issn":["2405-8440"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","doaj","dongbi-c","ki-jl-1","norway-1","poland-40","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Heliyon","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj","pubmed"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://doi.org/10.1016/j.heliyon.2024.e25203","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5079163409","display_name":"Umar Nawaz Kayani","orcid":"https://orcid.org/0000-0003-1404-5288","observed_orcids":["https://orcid.org/0000-0003-1404-5288"]},"institutions":[{"id":"https://openalex.org/I161913731","display_name":"Al Ain University","ror":"https://ror.org/023abrt21","country_code":"AE","type":"education","lineage":["https://openalex.org/I161913731"]}],"countries":["AE"],"is_corresponding":true,"raw_author_name":"Umar Kayani","raw_affiliation_strings":["College of Business, Al Ain University, Abu Dhabi, United Arab Emirates","College of Business, Al Ain University, Abu Dhabi, P.O. Box 122612, United Arab Emirates"],"raw_orcid":"https://orcid.org/0000-0003-1404-5288","affiliations":[{"raw_affiliation_string":"College of Business, Al Ain University, Abu Dhabi, United Arab Emirates","institution_ids":["https://openalex.org/I161913731"]},{"raw_affiliation_string":"College of Business, Al Ain University, Abu Dhabi, P.O. Box 122612, United Arab Emirates","institution_ids":["https://openalex.org/I161913731"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081026264","display_name":"Ahmet Faruk Aysan","orcid":"https://orcid.org/0000-0001-7363-0116","observed_orcids":["https://orcid.org/0000-0001-7363-0116"]},"institutions":[{"id":"https://openalex.org/I4210089544","display_name":"University College London Qatar","ror":"https://ror.org/0078bd381","country_code":"QA","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I4210089544","https://openalex.org/I45129253"]},{"id":"https://openalex.org/I4210144839","display_name":"Hamad bin Khalifa University","ror":"https://ror.org/03eyq4y97","country_code":"QA","type":"education","lineage":["https://openalex.org/I4210144839"]},{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]},{"id":"https://openalex.org/I92528248","display_name":"Qatar Foundation","ror":"https://ror.org/01cawbq05","country_code":"QA","type":"funder","lineage":["https://openalex.org/I92528248"]}],"countries":["GB","QA"],"is_corresponding":true,"raw_author_name":"Ahmet Faruk Aysan","raw_affiliation_strings":["College of Islamic Studies, Qatar Foundation, Hamad Bin Khalifa University, Qatar","Hamad Bin Khalifa University, Qatar Foundation, Non-Resident Fellow Middle East Council on Global Affairs (ME Council), the University College London, Centre for Blockchain Technologies (UCL CBT), Qatar"],"raw_orcid":"https://orcid.org/0000-0001-7363-0116","affiliations":[{"raw_affiliation_string":"College of Islamic Studies, Qatar Foundation, Hamad Bin Khalifa University, Qatar","institution_ids":["https://openalex.org/I4210144839","https://openalex.org/I92528248"]},{"raw_affiliation_string":"Hamad Bin Khalifa University, Qatar Foundation, Non-Resident Fellow Middle East Council on Global Affairs (ME Council), the University College London, Centre for Blockchain Technologies (UCL CBT), Qatar","institution_ids":["https://openalex.org/I4210089544","https://openalex.org/I4210144839","https://openalex.org/I45129253","https://openalex.org/I92528248"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045513481","display_name":"Mrestyal Khan","orcid":"https://orcid.org/0000-0002-5458-3163","observed_orcids":["https://orcid.org/0000-0002-5458-3163"]},"institutions":[{"id":"https://openalex.org/I143719379","display_name":"Balochistan University of Information Technology, Engineering and Management Sciences","ror":"https://ror.org/01vf56d70","country_code":"PK","type":"education","lineage":["https://openalex.org/I143719379"]},{"id":"https://openalex.org/I16076960","display_name":"COMSATS University Islamabad","ror":"https://ror.org/00nqqvk19","country_code":"PK","type":"education","lineage":["https://openalex.org/I16076960"]}],"countries":["PK"],"is_corresponding":true,"raw_author_name":"Mrestyal Khan","raw_affiliation_strings":["Department of Management Sciences, Balochistan University of Information Technology, Engineering, & Management Sciences (BUITEMS), Quetta, Pakistan","Department of Management Sciences, COMSATS University Islamabad, Islamabad, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Sciences, Balochistan University of Information Technology, Engineering, & Management Sciences (BUITEMS), Quetta, Pakistan","institution_ids":["https://openalex.org/I143719379"]},{"raw_affiliation_string":"Department of Management Sciences, COMSATS University Islamabad, Islamabad, Pakistan","institution_ids":["https://openalex.org/I16076960"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5022303491","display_name":"Maaz Hasan Khan","orcid":"https://orcid.org/0000-0003-4012-8984","observed_orcids":["https://orcid.org/0000-0003-4012-8984"]},"institutions":[{"id":"https://openalex.org/I143719379","display_name":"Balochistan University of Information Technology, Engineering and Management Sciences","ror":"https://ror.org/01vf56d70","country_code":"PK","type":"education","lineage":["https://openalex.org/I143719379"]},{"id":"https://openalex.org/I16076960","display_name":"COMSATS University Islamabad","ror":"https://ror.org/00nqqvk19","country_code":"PK","type":"education","lineage":["https://openalex.org/I16076960"]}],"countries":["PK"],"is_corresponding":true,"raw_author_name":"Maaz Khan","raw_affiliation_strings":["Department of Management Sciences, Balochistan University of Information Technology, Engineering, & Management Sciences (BUITEMS), Quetta, Pakistan","Department of Management Sciences, COMSATS University Islamabad, Islamabad, Pakistan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management Sciences, Balochistan University of Information Technology, Engineering, & Management Sciences (BUITEMS), Quetta, Pakistan","institution_ids":["https://openalex.org/I143719379"]},{"raw_affiliation_string":"Department of Management Sciences, COMSATS University Islamabad, Islamabad, Pakistan","institution_ids":["https://openalex.org/I16076960"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5019311214","display_name":"Farrukh Nawaz Kayani","orcid":"https://orcid.org/0000-0001-6838-1880","observed_orcids":["https://orcid.org/0000-0001-6838-1880"]},"institutions":[{"id":"https://openalex.org/I4210139873","display_name":"Arab Open University","ror":"https://ror.org/03vfnky71","country_code":"SA","type":"education","lineage":["https://openalex.org/I4210093932","https://openalex.org/I4210139873"]}],"countries":["SA"],"is_corresponding":true,"raw_author_name":"Farrukh Nawaz","raw_affiliation_strings":["Faculty of Business Studies, Arab Open University (AOU), Riyadh, Kingdom of Saudi Arabia","Faculty of Business Studies, Arab Open University (AOU), P. O. Box 84901, Riyadh, 11681, Kingdom of Saudi Arabia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Business Studies, Arab Open University (AOU), Riyadh, Kingdom of Saudi Arabia","institution_ids":["https://openalex.org/I4210139873"]},{"raw_affiliation_string":"Faculty of Business Studies, Arab Open University (AOU), P. O. Box 84901, Riyadh, 11681, Kingdom of Saudi Arabia","institution_ids":["https://openalex.org/I4210139873"]}]}],"institutions":[],"countries_distinct_count":5,"institutions_distinct_count":8,"corresponding_author_ids":["https://openalex.org/A5019311214","https://openalex.org/A5022303491","https://openalex.org/A5045513481","https://openalex.org/A5079163409","https://openalex.org/A5081026264"],"corresponding_institution_ids":["https://openalex.org/I143719379","https://openalex.org/I16076960","https://openalex.org/I161913731","https://openalex.org/I4210089544","https://openalex.org/I4210139873","https://openalex.org/I4210144839","https://openalex.org/I45129253","https://openalex.org/I92528248"],"apc_list":{"value":2100,"currency":"USD","value_usd":2100},"apc_paid":{"value":2100,"currency":"USD","value_usd":2100},"fwci":4.4979,"has_fulltext":true,"cited_by_count":16,"citation_normalized_percentile":{"value":0.94451846,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"10","issue":"4","first_page":"e25203","last_page":"e25203"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9639000296592712,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9639000296592712,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.02239999920129776,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.012600000016391277,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/return-spillovers","display_name":"return spillovers","score":0.902999997138977},{"id":"https://openalex.org/keywords/sectoral-indices","display_name":"sectoral stock indices","score":0.6729999780654907},{"id":"https://openalex.org/keywords/covid-19","display_name":"COVID-19 pandemic","score":0.9679999947547913},{"id":"https://openalex.org/keywords/stock-market-volatility","display_name":"stock market volatility","score":0.7179999947547913},{"id":"https://openalex.org/keywords/us-equity-market","display_name":"US equity market","score":0.6179999709129333},{"id":"https://openalex.org/keywords/financial-services","display_name":"financial services","score":0.41200000047683716},{"id":"https://openalex.org/keywords/manufacturing-industry","display_name":"manufacturing industry","score":0.800000011920929},{"id":"https://openalex.org/keywords/oil-industry","display_name":"oil and gas industry","score":0.9240000247955322},{"id":"https://openalex.org/keywords/utilities-sector","display_name":"utilities sector","score":0.9139999747276306}],"concepts":[{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.8413732647895813},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.6559505462646484},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5902900695800781},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5532318949699402},{"id":"https://openalex.org/C3008058167","wikidata":"https://www.wikidata.org/wiki/Q84263196","display_name":"Coronavirus disease 2019 (COVID-19)","level":4,"score":0.4976344406604767},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.4888536334037781},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.42516255378723145},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3546467423439026},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3461647629737854},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.2224506437778473},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.10884451866149902},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C524204448","wikidata":"https://www.wikidata.org/wiki/Q788926","display_name":"Infectious disease (medical specialty)","level":3,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C2779134260","wikidata":"https://www.wikidata.org/wiki/Q12136","display_name":"Disease","level":2,"score":0.0},{"id":"https://openalex.org/C142724271","wikidata":"https://www.wikidata.org/wiki/Q7208","display_name":"Pathology","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1016/j.heliyon.2024.e25203","doi":"https://doi.org/10.1016/j.heliyon.2024.e25203","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.heliyon.2024.e25203","pdf_url":null,"source":{"id":"https://openalex.org/S2898612692","display_name":"Heliyon","issn_l":"2405-8440","issn":["2405-8440"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","doaj","dongbi-c","ki-jl-1","norway-1","poland-40","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Heliyon","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.4462315","doi":"https://doi.org/10.2139/ssrn.4462315","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.4462315","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:pubmedcentral.nih.gov:10874732","doi":null,"is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/10874732","pdf_url":"https://pmc.ncbi.nlm.nih.gov/articles/PMC10874732/pdf/main.pdf","source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Heliyon","raw_type":"Text"},{"id":"pmid:38370190","doi":null,"is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/38370190","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Heliyon","raw_type":"Journal Article"},{"id":"pmh:oai:doaj.org/article:a6a3f6b99e464a829d37fee23cd6c43c","doi":null,"is_oa":true,"landing_page_url":"https://doaj.org/article/a6a3f6b99e464a829d37fee23cd6c43c","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Heliyon, Vol 10, Iss 4, Pp e25203- (2024)","raw_type":"article"},{"id":"pmh:oai:figshare.com:article/25242976","doi":null,"is_oa":true,"landing_page_url":"https://figshare.com/articles/journal_contribution/Riding_the_waves_A_study_of_retrun_spillovers_and_inter-sector_linkages_in_US_equity_markets_during_the_COVID-19_pandemic/25242976","pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Text"}],"best_oa_location":{"id":"doi:10.1016/j.heliyon.2024.e25203","doi":"https://doi.org/10.1016/j.heliyon.2024.e25203","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.heliyon.2024.e25203","pdf_url":null,"source":{"id":"https://openalex.org/S2898612692","display_name":"Heliyon","issn_l":"2405-8440","issn":["2405-8440"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","cwts-core","doaj","dongbi-c","ki-jl-1","norway-1","poland-40","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Heliyon","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320319188","display_name":"Hamad Bin Khalifa University","ror":"https://ror.org/03eyq4y97"},{"id":"https://openalex.org/F4320334468","display_name":"Qatar National Library","ror":"https://ror.org/02jv93662"},{"id":"https://openalex.org/F5923432838","display_name":"IEEE Computational Intelligence Society","ror":"https://ror.org/02r5b6694"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4391326319.pdf","grobid_xml":"https://content.openalex.org/works/W4391326319.grobid-xml"},"referenced_works_count":80,"referenced_works":["https://openalex.org/W268225481","https://openalex.org/W1963845511","https://openalex.org/W1966404922","https://openalex.org/W2017131959","https://openalex.org/W2033959536","https://openalex.org/W2039734130","https://openalex.org/W2052686342","https://openalex.org/W2058580285","https://openalex.org/W2079081798","https://openalex.org/W2091358667","https://openalex.org/W2091868163","https://openalex.org/W2105204712","https://openalex.org/W2131426928","https://openalex.org/W2149908462","https://openalex.org/W2210467829","https://openalex.org/W2413411162","https://openalex.org/W2474601267","https://openalex.org/W2582990446","https://openalex.org/W2608796144","https://openalex.org/W2612863382","https://openalex.org/W2676038450","https://openalex.org/W2768777564","https://openalex.org/W2778215720","https://openalex.org/W2779854950","https://openalex.org/W2795984872","https://openalex.org/W2810839536","https://openalex.org/W2886108260","https://openalex.org/W2898959287","https://openalex.org/W2912547876","https://openalex.org/W2950335218","https://openalex.org/W2975909044","https://openalex.org/W2981477651","https://openalex.org/W2982238439","https://openalex.org/W2990632930","https://openalex.org/W3004665689","https://openalex.org/W3005057182","https://openalex.org/W3006271636","https://openalex.org/W3014934384","https://openalex.org/W3017185871","https://openalex.org/W3020982786","https://openalex.org/W3022816086","https://openalex.org/W3026117698","https://openalex.org/W3026479760","https://openalex.org/W3031664652","https://openalex.org/W3035484674","https://openalex.org/W3039211678","https://openalex.org/W3040884840","https://openalex.org/W3041152699","https://openalex.org/W3043609796","https://openalex.org/W3045393420","https://openalex.org/W3048693785","https://openalex.org/W3081612375","https://openalex.org/W3082053609","https://openalex.org/W3086140062","https://openalex.org/W3105500785","https://openalex.org/W3109659625","https://openalex.org/W3111741354","https://openalex.org/W3112013097","https://openalex.org/W3119989519","https://openalex.org/W3121817022","https://openalex.org/W3121966338","https://openalex.org/W3123513234","https://openalex.org/W3123605749","https://openalex.org/W3125620525","https://openalex.org/W3168659800","https://openalex.org/W3178788734","https://openalex.org/W3215765901","https://openalex.org/W4213115164","https://openalex.org/W4213121311","https://openalex.org/W4220879271","https://openalex.org/W4220920332","https://openalex.org/W4294861729","https://openalex.org/W4297042698","https://openalex.org/W4316037782","https://openalex.org/W4386475544","https://openalex.org/W4386572322","https://openalex.org/W4386714702","https://openalex.org/W6786622418","https://openalex.org/W6789183393","https://openalex.org/W6796561409"],"related_works":["https://openalex.org/W4378874304","https://openalex.org/W3147883316","https://openalex.org/W3153608045","https://openalex.org/W4205988831","https://openalex.org/W4200315102","https://openalex.org/W4396972010","https://openalex.org/W4311477637","https://openalex.org/W4391322799","https://openalex.org/W1574342640","https://openalex.org/W4322624774"],"abstract_inverted_index":{"In":[0,57],"times":[1],"of":[2,22,41,92,154],"crisis,":[3],"stock":[4],"markets":[5],"experience":[6],"a":[7],"significant":[8],"increase":[9],"in":[10,97],"return":[11],"volatility,":[12],"which":[13,162],"leads":[14],"to":[15,26,50,77,103,117],"spillovers":[16,30,82,116,126],"across":[17,31,83],"equity":[18,34],"sectors.":[19,129],"The":[20,86],"purpose":[21],"this":[23],"study":[24,60],"is":[25,101,163],"investigate":[27],"the":[28,55,59,71,79,104,113,124,131,140,152,159],"asymmetric":[29],"ten":[32],"U.S.":[33,155],"sectors,":[35,119],"representing":[36],"different":[37],"industries.":[38],"Daily":[39],"prices":[40],"sector":[42,84,99,135,138,156],"indices":[43,100,157],"were":[44],"collected":[45],"from":[46,127],"02":[47],"January":[48],"2018":[49],"22":[51],"October":[52],"2021":[53],"for":[54,165],"analysis.":[56],"addition,":[58],"applied":[61],"Diebold":[62],"and":[63,73,110,133,136,167],"Yilmaz's":[64],"(2012)":[65],"dynamic":[66],"spillover":[67,105],"methodology,":[68],"along":[69],"with":[70],"static":[72],"rolling":[74],"windows":[75],"phenomena,":[76],"examine":[78],"daily":[80],"returns":[81,143],"indices.":[85],"results":[87],"indicate":[88],"that":[89],"82":[90],"%":[91],"volatility":[93],"forecast":[94],"error":[95],"variance":[96],"U.S":[98],"due":[102],"effect.":[106],"Moreover,":[107],"both":[108],"industrials":[109],"financials":[111],"exhibit":[112],"highest":[114,125,141],"gross":[115],"other":[118,128],"while":[120],"they":[121],"also":[122],"receive":[123,139],"Furthermore,":[130],"oil":[132],"gas":[134],"utilities":[137],"net":[142],"spillovers.":[144],"These":[145],"empirical":[146],"findings":[147],"provide":[148],"crucial":[149],"information":[150],"regarding":[151],"interdependence":[153],"during":[158],"COVID-19":[160],"pandemic,":[161],"relevant":[164],"investors":[166],"practitioners.":[168]},"counts_by_year":[{"year":2025,"cited_by_count":11},{"year":2024,"cited_by_count":5}],"updated_date":"2026-11-09T13:22:03.289127","created_date":"2024-01-30T00:00:00"}
