Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach
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DOI: 10.3390/axioms11120669
Abstract: The analysis and prediction of systemic financial risks in the US during the COVID-19 pandemic is of great significance to the stability of financial markets in the US and even the world. This paper aims… read more here.
Keywords: copula; risks covid; risk; systemic financial ... See more keywords