Static and dynamic liquidity spillovers in the Eurozone : the role of financial contagion and the Covid-19 pandemic
Year of publication: |
2022
|
---|---|
Authors: | Grillini, Stefano ; Ozkan, Aydin ; Sharma, Abhijit |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 83.2022, p. 1-17
|
Subject: | COVID-19 pandemic | Dynamic | Financial contagion | Liquidity spillovers | Static | Coronavirus | Spillover-Effekt | Spillover effect | Eurozone | Euro area | Schock | Shock | Ansteckungseffekt | Contagion effect | Epidemie | Epidemic | Liquidität | Liquidity | EU-Staaten | EU countries | Finanzkrise | Financial crisis | Theorie | Theory |
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