Tail risk contagion between international financial markets during COVID-19 pandemic

International Review of Financial Analysis - Tập 73 - Trang 101649 - 2021
Yanhong Guo1, Ping Li1,2,3, Aihua Li4
1School of Economics and Management, Beihang University, Beijing 100191, China
2Key Laboratory of complex System Analysis, Management and Decision (Beihang University), Ministry of Education, Beijing, 100191, China
3Hubei Cultural Industry Economy Research Center, Wuhan 430205, China
4Department of Mathematical Science, Montclair State University, Montclair, NJ 07043, USA

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