Risk spillover effect of global financial markets in the context of novel coronavirus epidemic
Year of publication: |
2024
|
---|---|
Authors: | Hu, Liqin ; Zheng, Qiuyan ; Chang, Tsangyao |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 22, p. 2654-2670
|
Subject: | COVID-19 pandemic | financial stress | event study method | orthogonal decomposition method | spillover network | Coronavirus | Spillover-Effekt | Spillover effect | Epidemie | Epidemic | Finanzmarkt | Financial market | Ansteckungseffekt | Contagion effect | Dekompositionsverfahren | Decomposition method | Ereignisstudie | Event study |
-
Lohana, Sarika, (2024)
-
Grillini, Stefano, (2022)
-
International stock market risk contagion during the COVID-19 pandemic
Liu, Yuntong, (2022)
- More ...
-
Climate risk and regional financial stability : evidence from China
Hu, Liqin, (2025)
-
Chang, Tsangyao, (2002)
-
Chang, Tsangyao, (2002)
- More ...