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The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk
The COVID-19 outbreak has greatly impacted the stability of the global financial markets. In the post-COVID-19 pandemic era, the risk contagion patterns of the global financial markets may change. This paper utilizes the conditional value-at-risk (ΔCoVaR) model to measure the risk level of the finan...
Autores principales: | , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Frontiers Media S.A.
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9378840/ https://www.ncbi.nlm.nih.gov/pubmed/35983362 http://dx.doi.org/10.3389/fpubh.2022.963620 |