Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak : a market and sectoral analysis
Riadh Aloui, Sami Ben Jabeur, Salma Mefteh-Wali
| Year of publication: |
2022
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|---|---|
| Authors: | Aloui, Riadh ; Jabeur, Sami Ben ; Mefteh-Wali, Salma |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 62.2022, p. 1-22
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| Subject: | Systemic risk | Copulas | CoVaR | Equity sectors | Stock indices | VaR | China | Aktienmarkt | Stock market | Coronavirus | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienindex | Stock index | Systemrisiko | Branche | Economic sector | Risikomaß | Risk measure | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101709 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014247870