Stress Spillovers among Financial Markets: Evidence from Spain
Using a unique database, this paper examines the interconnection among stress indicators of the Spanish financial markets during the period of January 1999 to April 2021, applying both the connectedness framework and the Time-Varying Parameter Vector Autoregressive connectedness approach. Our result...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | article |
| Language: | EN |
| Published: |
MDPI AG
2021
|
| Subjects: | |
| Online Access: | https://doaj.org/article/4ed82bfeac9d4ba1be6fd21e86b49cfd |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|