Tail risk connectedness in G7 stock markets : understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, Yang (Greg) Hou
| Year of publication: |
2024
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|---|---|
| Authors: | Lang, Chunlin ; Hu, Yang ; Corbet, Shaen ; Hou, Yang |
| Published in: |
Journal of behavioral and experimental finance. - Amsterdam [u.a.] : Elsevier, ISSN 2214-6369, ZDB-ID 2758721-6. - Vol. 41.2024, Art.-No. 100889, p. 1-21
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| Subject: | Tail risk | TVP-VAR | Dynamic connectedness | G7 stock markets | COVID-19 | Coronavirus | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Schock | Shock | Risiko | Risk | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbef.2024.100889 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014525956