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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| Materias: | |
| 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 |