Stress spillovers among financial markets: Evidence from Spain
Year of publication: |
2021
|
---|---|
Authors: | Andrada Félix, Julián ; Fernandez-Perez, Adrian ; Sosvilla-Rivero, Simón |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 11, p. 1-21
|
Publisher: |
Basel : MDPI |
Subject: | financial markets | financial stress index | systemic risk | connectedness | time-varying parameters | COVID-19 |
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