TY  - JOUR
AU  - Andrada-Félix, Julián
AU  - Fernandez-Perez, Adrian
AU  - Sosvilla Rivero, Simón Javier
PY  - 2021
DO  - 10.3390/jrfm14110527
SN  - 1911-8074
UR  - https://hdl.handle.net/20.500.14352/5012
T2  - Journal of Risk and Financial Management
AB  - 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...
LA  - eng
M2  - 527
PB  - MDPI
KW  - Financial markets
KW  - Financial stress index
KW  - Systemic risk
KW  - Connectedness
KW  - Time-varying parameters
KW  - COVID-19.
TI  - Stress Spillovers among Financial Markets: Evidence from Spain
TY  - journal article
VL  - 14
ER  -