From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the <scp>COVID</scp> pandemic-Reference-Cited by-同舟云学术

From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic

Author:

Zhai Pengxiang¹,Wu Fei²,Ji Qiang³⁴^ORCID,Nguyen Duc Khuong⁵⁶⁷^ORCID

Affiliation:

1. School of Economics & Management Beihang University Beijing China

2. Research Institute of Economics and Management Southwestern University of Finance and Economics Chengdu China

3. Institutes of Science and Development, Chinese Academy of Sciences Beijing China

4. School of Public Policy and Management University of Chinese Academy of Sciences Beijing China

5. IPAG Lab IPAG Business School Paris France

6. International School Vietnam National University Hanoi Vietnam

7. Faculty of Finance and Accounting Prague University of Economics and Business Prague Czech Republic

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

Reference53 articles.

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