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Tail risk contagion between international financial markets during COVID-19 pandemic
Yanhong Guo, Ping Li,
Aihua Li
Mathematics
Research output
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Contribution to journal
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Article
›
peer-review
80
Scopus citations
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Dive into the research topics of 'Tail risk contagion between international financial markets during COVID-19 pandemic'. Together they form a unique fingerprint.
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Business & Economics
Tail Risk
100%
International Financial Markets
90%
Contagion
80%
Financial Networks
40%
Financial Markets
22%
International Financial System
21%
Local Network
20%
Transmission Channel
19%
Network Model
15%
Clustering
14%
Time-varying
13%
Financial System
13%