Tail risk contagion between international financial markets during COVID-19 pandemic-Reference-Cited by-同舟云学术

Tail risk contagion between international financial markets during COVID-19 pandemic

Published:2021-01 Issue: Volume:73 Page:101649
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Guo Yanhong,Li Ping,Li Aihua

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. Financial contagion during COVID–19 crisis;Akhtaruzzaman;Finance Research Letters,2020

2. Financial Contagion;Allen;Journal of Political Economy,2000

3. Covid-induced economic uncertainty (no. w26983);Baker,2020

4. An empirical analysis of the network structure of the Austrian interbank market. Oesterreichische Nationalbank Financial Stability Report;Boss,2004

5. Modeling contagion in the Eurozone crisis via dynamical systems;Castellacci;Journal of Banking & Finance,2015

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