Financial Innovation

Table 3 Structural breaks in the tech variables

From: Volatility spillovers, structural breaks and uncertainty in technology sector markets

Variables	No. of breaks	Constant only	Trend only
ATE	1	11/03/2003^b	13/02/2003^b
	2	09/03/2009^b	−
	3	11/02/2016^b	−
MIT	1	11/03/2003^a	10/02/2003^b
ABI	1	−	12/03/2003^b
SPC	1	26/12/2007^a	20/11/2008^a
	2	−	24/07/2012^a
FIN	1	17/04/2017^b	22/03/2017^b
	2	25/12/2018^a	25/12/2018^b
BTC	1	18/12/2017^a	18/12/2017^a

Structural breaks are identified by the Bai−Perron Multiple Breakpoint test. The symbols ^a and ^b indicate significance at 1% and 5% levels, respectively

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