The Eurozone banking sector in the time of COVID-19 : measuring volatility connectedness
Year of publication: |
2022
|
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Authors: | Foglia, Matteo ; Addi, Abdelhamid ; Angelini, Eliana |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 51.2022, p. 1-23
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Subject: | COVID-19 | Eurozone banking system | Financial connectedness | Financials asymmetries | Volatility spillovers | Coronavirus | Eurozone | Euro area | Volatilität | Volatility | EU-Staaten | EU countries | Spillover-Effekt | Spillover effect | Bank | Finanzsektor | Financial sector | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | Finanzsystem | Financial system | Geldpolitik | Monetary policy | Schock | Shock |
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