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Measuring systemic risk during the COVID-19 period: A TALIS(3) approach

The rapid spread of COVID-19 has had severe impacts on financial markets. We analyzed the systemic impact of the COVID-19 pandemic in different supersectors of STOXX600 North America and the STOXX600 Europe, using the TrAffic Light System for Systemic Stress (TALIS [Formula: see text]) approach whic...

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Detalles Bibliográficos
Autores principales:	Caporin, Massimiliano, Garcia-Jorcano, Laura, Jimenez-Martin, Juan-Angel
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8986525/ https://www.ncbi.nlm.nih.gov/pubmed/35411205 http://dx.doi.org/10.1016/j.frl.2021.102304

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