Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
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DOI: 10.1016/j.eap.2021.04.010
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More about this item
Keywords
COVID-19; Stock markets; Systemic risk; CoVaR; ΔCoVaR; Connectedness;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G19 - Financial Economics - - General Financial Markets - - - Other
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