International stock market risk contagion during the COVID-19 pandemic
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DOI: 10.1016/j.frl.2021.102145
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More about this item
Keywords
Risk contagion; COVID-19 pandemic; Spillover; International stock markets;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- F02 - International Economics - - General - - - International Economic Order and Integration
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
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