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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...

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Detalles Bibliográficos
Autores principales:	Tan, Xiaoyu, Ma, Shiqun, Wang, Xuetong, Feng, Chao, Xiang, Lijin
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Frontiers Media S.A. 2022
Materias:	Public Health
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

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