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Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic
A very important area where COVID-19 has seriously disrupted is the global financial markets, where stock markets have experienced great turmoil. To shed light on the nature of this turmoil and to characterize nonlinear dynamics in inter-market risk transmission, we formally test the existence of in...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Netherlands
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9907890/ https://www.ncbi.nlm.nih.gov/pubmed/36785785 http://dx.doi.org/10.1007/s11071-023-08282-4 |