The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk

The COVID-19 outbreak has greatly impacted the stability of the global financial markets. In the post-COVID-19 pandemic era, the risk contagion patterns of the global financial markets may change. This paper utilizes the conditional value-at-risk (ΔCoVaR) model to measure the risk level of the finan...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Frontiers in Public Health
المؤلفون الرئيسيون: Xiaoyu Tan, Shiqun Ma, Xuetong Wang, Chao Feng, Lijin Xiang
التنسيق: مقال
اللغة:الإنجليزية
منشور في: Frontiers Media S.A. 2022-08-01
الموضوعات:
financial market risk
COVID-19
dynamic spillover
TVP-VAR-Connectedness
CoVaR
الوصول للمادة أونلاين:https://www.frontiersin.org/articles/10.3389/fpubh.2022.963620/full

الانترنت

https://www.frontiersin.org/articles/10.3389/fpubh.2022.963620/full

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