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The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness

  • Published:2022-02 Issue: Volume:51 Page:100677
  • ISSN:1044-0283
  • Container-title:Global Finance Journal
  • language:en
  • Short-container-title:Global Finance Journal

Author:

Foglia MatteoORCID,Addi Abdelhamid,Angelini Eliana

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference91 articles.

1. Measuring systemic risk;Acharya;The Review of Financial Studies,2017

2. Too many to fail-an analysis of time-inconsistency in bank closure policies;Acharya;Journal of Financial Intermediation,2007

3. CoVaR;Adrian;The American Economic Review,2016

4. Financial contagion during COVID-19 crisis;Akhtaruzzaman;Finance Research Letters,2020

5. COVID-19 and the united states financial markets’ volatility;Albulescu;Finance Research Letters,2020

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1. Tail risk network analysis of Asian banks;Global Finance Journal;2024-09

2. Interconnectedness between Islamic and conventional banks: a multilayer network view;International Journal of Islamic and Middle Eastern Finance and Management;2024-08-07

3. COVID-19 and Non-Performing Loans in Europe;Journal of Risk and Financial Management;2024-06-28

4. Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises;Economic Analysis and Policy;2024-06

5. Green finance under stress: Unraveling the spillover effects of tail risk;International Review of Economics & Finance;2024-06
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