The Eurozone banking sector in the time of COVID-19 : measuring volatility connectedness
Matteo Foglia, Abdelhamid Addi, Eliana Angelini
| Year of publication: |
2022
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|---|---|
| Authors: | Foglia, Matteo ; Addi, Abdelhamid ; Angelini, Eliana |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 51.2022, p. 1-23
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| Subject: | COVID-19 | Eurozone banking system | Financial connectedness | Financials asymmetries | Volatility spillovers | Volatilität | Volatility | Eurozone | Euro area | Coronavirus | EU-Staaten | EU countries | Finanzsystem | Financial system | Finanzkrise | Financial crisis | Schock | Shock | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2021.100677 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013431563