FINANCIAL CONTAGION DURING GLOBAL FINANCIAL CRISIS AND COVID–19 PANDEMIC: THE EVIDENCE FROM DCC–GARCH MODEL-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

FINANCIAL CONTAGION DURING GLOBAL FINANCIAL CRISIS AND COVID–19 PANDEMIC: THE EVIDENCE FROM DCC–GARCH MODEL

Published:2022-03-24 Issue:1 Volume:10 Page:
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Nguyen Thi Ngan¹²³^ORCID,Phan Thi Kieu Hoa⁴⁵^ORCID,Nguyen Thanh Liem¹²^ORCID

Affiliation:

1. Banking and Finance, University of Economics and Law

2. Vietnam National University, Ho Chi Minh City, Vietnam

3. SGH Warsaw School of Economics, Warsaw, Poland

4. RMIT University, Victoria, Melbourne, Australia

5. University of Stirling, Stirling, United Kingdom

Funder

Vietnam National University Ho Chi Minh city

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2022.2051824

Reference44 articles.

1. Benefits and Costs of International Financial Integration: Theory and Facts

2. Financial contagion during COVID–19 crisis

3. Anon. 2019. ValueWalk. https://www.valuewalk.com/2019/02/top-10-largest-stock-exchanges/

4. A New Approach to Measuring Financial Contagion

5. Financial Market Contagion in the Asian Crisis

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Unraveling stock exchange connections: an empirical study of India, US, Hong Kong, Germany, France and Amsterdam;Journal of Economic and Administrative Sciences;2024-08-30

2. Time-Varying Correlations between JSE.JO Stock Market and Its Partners Using Symmetric and Asymmetric Dynamic Conditional Correlation Models;Stats;2024-07-22

3. Crises and Contagion in Equity Portfolios;Economies;2024-07-01

4. Systemic risk prediction using machine learning: Does network connectedness help prediction?;International Review of Financial Analysis;2024-05

5. Stock markets volatility during crises periods: a bibliometric analysis;Qualitative Research in Financial Markets;2024-04-04

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3