Linear and Nonlinear Effects in Connectedness Structure: Comparison between European Stock Markets

The purpose of this research is to compare the risk transfer structure in Central and Eastern European and Western European stock markets during the 2007–2009 financial crisis and the COVID-19 pandemic. Similar to the global financial crisis (GFC), the spread of coronavirus (COVID-19) created a sign...

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Detalles Bibliográficos
Autores principales: Karkowska, Renata, Urjasz, Szczepan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8870905/
https://www.ncbi.nlm.nih.gov/pubmed/35205597
http://dx.doi.org/10.3390/e24020303

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8870905/
https://www.ncbi.nlm.nih.gov/pubmed/35205597
http://dx.doi.org/10.3390/e24020303

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