Pages that link to "Item:Q2166079"
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The following pages link to Financial network connectedness and systemic risk during the COVID-19 pandemic (Q2166079):
Displaying 8 items.
- Contagion effects among stock markets, treasury bill, petroleum, gold, and cryptocurrency during the COVID-19 pandemic: a dynamic conditional correlation approach (Q2086230) (← links)
- COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
- Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries (Q2150845) (← links)
- COVID-19 and market expectations: evidence from option-implied densities (Q2208885) (← links)
- Analysis of Impact of Covid-19 Pandemic on Financial Markets (Q5861736) (← links)
- Flight from COVID-19: multiscale and multilayer analyses of the epidemic-induced network adaptations (Q6097430) (← links)
- Stochastic actor-oriented modelling of the impact of COVID-19 on financial network evolution (Q6541822) (← links)
- Exchange rate and stock prices volatility connectedness and spillover during pandemic induced-crises: evidence from BRICS countries (Q6563707) (← links)