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. 2020 Sep 12;72:101560. doi: 10.1016/j.irfa.2020.101560

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© 2020 The Authors

Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.

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Fig. 5 — 30-min time varying net volatility spillovers.

Note: Time varying net spillovers from the Shanghai Stock Exchange A- and B-share indices to other assets are calculated as the differences between absolute values of time varying spillovers from A- and B-share indices to other assets and absolute values of time varying spillovers of the other way around. The first vertical line refers to the ending time of November 16, 2019 and the second one refers to the ending time of December 30, 2019. SSEA, the Shanghai Stock Exchange A-share index; SSEB, the Shanghai Stock Exchange B-share index.