Work

From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic

Year: 2022

Type: article

Source: International Journal of Finance & Economics

DOI: 10.1002/ijfe.2698

Authors: Pengxiang Zhai, Fei Wu, Qiang Ji, Duc Khuong Nguyen

Institutions: Beihang University, Southwestern University of Finance and Economics, Chinese Academy of Sciences, Institutes of Science and Development, University of Chinese Academy of Sciences, Prague University of Economics and Business, IPAG Business School, VNU International School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Good health and well-being

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G6929991045

OpenAlex ID: W4296960193

FWCI: 2.429

Cites: 53

Cited by: 17

Related to: 10