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...
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| Main Authors: | , , , , |
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| Format: | Book |
| Published: |
Frontiers Media S.A.,
2022-08-01T00:00:00Z.
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| Online Access: | Connect to this object online. |
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Internet
Connect to this object online.3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |