Financial contagion during global financial crisis and covid-19 pandemic : the evidence from DCC-GARCH model
Year of publication: |
2022
|
---|---|
Authors: | Thi Ngan Nguyen ; Phan Thi Kieu Hoa ; Nguyen Thanh Liem |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 10.2022, 1, Art.-No. 2051824, p. 1-20
|
Subject: | Contagion | COVID-19 Pandemic | DCC - EGARCH model | Global Financial Crisis | stock marke | Finanzkrise | Financial crisis | Coronavirus | Wirkungsanalyse | Impact assessment | Ansteckungseffekt | Contagion effect | Epidemie | Epidemic | Welt | World | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price |
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