Contagion risk in Equity Markets during Financial Crises and COVID-19: A comparison of developed and emerging markets
This study compared the impact of the Global Financial Crisis (GFC) and the COVID-19 pandemic on financial market contagion between developed and emerging markets. A DCC-GARCH model was employed to test the contagion effects of developed and emerging markets using weekly returns for the S&P 500 (US)...
সংরক্ষণ করুন:
| প্রধান লেখক: | , , , , , , , , |
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| বিন্যাস: | Artigo |
| ভাষা: | Inglês |
| প্রকাশিত: |
Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house
2022-12-01
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| মালা: | Scientific Annals of Economics and Business |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1638 |
| ট্যাগগুলো: |
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