Analysis of connectivity between the world's banking markets : the COVID-19 global pandemic shock
Year of publication: |
2022
|
---|---|
Authors: | Tabak, Benjamin Miranda ; Silva, Igor Bettanin Dalla Riva e ; Silva, Thiago Christiano |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 84.2022, p. 324-336
|
Subject: | Banking market | Contagion | COVID-19 | Spillover Index | Vector Autoregression | Coronavirus | Schock | Shock | VAR-Modell | VAR model | Welt | World | Bank | Spillover-Effekt | Spillover effect |
-
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Cheng, Tingting, (2022)
-
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie, (2022)
-
Milani, Fabio, (2021)
- More ...
-
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto, (2022)
-
Silva, Thiago Christiano, (2023)
-
Indirect and direct effects of the subprime crisis on the real sector : labor market migration
Silva, Thiago Christiano, (2022)
- More ...