Financial contagion intensity during the COVID-19 outbreak: A copula approach

The sudden and rapid spread of the novel coronavirus (COVID-19) has had a severe impact on financial markets and economic activities all over the world. The purpose of this paper is to investigate the existence and intensity of financial contagion during the COVID-19 outbreak. We use daily series of...

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Detalles Bibliográficos
Autores principales: Benkraiem, Ramzi, Garfatta, Riadh, Lakhal, Faten, Zorgati, Imen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8988453/
https://www.ncbi.nlm.nih.gov/pubmed/36536771
http://dx.doi.org/10.1016/j.irfa.2022.102136

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8988453/
https://www.ncbi.nlm.nih.gov/pubmed/36536771
http://dx.doi.org/10.1016/j.irfa.2022.102136

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