Financial stress spillover network across Asian countries in the context of COVID-19
Author:
Affiliation:
1. School of Economics & Management, Southwest Jiaotong University, Chengdu, China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2022.2030852
Reference25 articles.
1. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
2. Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets
3. Financial stress spillovers in advanced economies
4. Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective
5. The Transmission of Financial Stress from Advanced to Emerging Economies
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