The dependencies of subindexes of Stoxx 600 during the Covid-19 pandemic
In this index study, the relationships between Stoxx Europe 600 and sector indices are analyzed. This research uses DCoVar and MES as analytical tools developed as a measure of systemic risk and applied to financial institutions, to sectoral subindexes. For the sake of systemic risk assessment we c...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AGH UNIVERSITY PRESS
2022-07-01
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| Series: | Managerial Economics |
| Online Access: | https://journals.agh.edu.pl/manage/article/view/4915 |
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