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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2022
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| 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 |