Risk spillovers in global financial markets: Evidence from the COVID-19 crisis

Author:

Fang Yi,Shao Zhiquan,Zhao YangORCID

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Systemic risk and stability in financial networks;Acemoglu;The American Economic Review,2015

2. Risks and portfolio decisions involving hedge funds;Agarwal;Review of Financial Studies,2004

3. Financial contagion;Allen;Journal of Political Economy,2000

4. Common risk factors in the cross-section of corporate bond returns;Bai;Journal of Financial Economics,2019

5. The unprecedented stock market impact of COVID-19;Baker,2020

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