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Risk spillovers in global financial markets: Evidence from the COVID-19 crisis
This paper aims to comprehensively investigate the dynamics of short-, medium- and long-term risk spillovers across the major financial markets in the context of COVID-19. Our main empirical findings are as follows. First, we find that the deterioration of the COVID-19 pandemic raised the risk of st...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9634791/ http://dx.doi.org/10.1016/j.iref.2022.10.016 |