COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Year of publication: |
2023
|
---|---|
Authors: | Jin, Xiu ; Liu, Yueli ; Yu, Jinming ; Huang, Weiqiang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-22
|
Subject: | COVID-19 | BRICS stock markets | Delta CoVaR | Multiscale risk spillovers | Oil | Coronavirus | BRICS-Staaten | BRICS countries | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Volatilität | Volatility | Risikomaß | Risk measure | Schwellenländer | Emerging economies |
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