International stock market risk contagion during the COVID-19 pandemic

This paper examines the risk contagion among international stock markets during the COVID-19 pandemic by using the realized volatility information from sixteen major stock markets in the world. The empirical evidence based on the connectedness methods of Diebold and Yilmaz (2012) and Baruník and Kře...

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Detalles Bibliográficos
Autores principales: Liu, Yuntong, Wei, Yu, Wang, Qian, Liu, Yi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856889/
https://www.ncbi.nlm.nih.gov/pubmed/35221812
http://dx.doi.org/10.1016/j.frl.2021.102145

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856889/
https://www.ncbi.nlm.nih.gov/pubmed/35221812
http://dx.doi.org/10.1016/j.frl.2021.102145

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