The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis

This study investigates the reaction of stock markets to the Covid-19 pandemic and the Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk exposures. The empirical investigation is conducted using the modified ICSS test, DCC-GARCH, and Diebold-Yilmaz connectedness ana...

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Detalles Bibliográficos
Autores principales: Gunay, Samet, Can, Gokberk
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8759666/
https://www.ncbi.nlm.nih.gov/pubmed/35030202
http://dx.doi.org/10.1371/journal.pone.0261835

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8759666/
https://www.ncbi.nlm.nih.gov/pubmed/35030202
http://dx.doi.org/10.1371/journal.pone.0261835

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