The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis. [PDF]
PLoS One, 2022 This study investigates the reaction of stock markets to the Covid-19 pandemic and the Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk exposures.
Gunay S, Can G.
europepmc +2 more sources
Multi-feature evaluation of financial contagion. [PDF]
Cent Eur J Oper Res, 2022 Financial contagion refers to the spread of market turmoils, for example from one country or index to another country or another index. It is standardly assessed by modelling the evolution of the correlation matrix, for example of returns, usually after ...
Duda J, Gurgul H, Syrek R.
europepmc +2 more sources
The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model. [PDF]
PLoS One, 2020 This study presents financial network indicators that can be applied to inspect the financial contagion on real economy, as well as the spatial spillover and industry aggregation effects.
Chen X, Hao A, Li Y.
europepmc +2 more sources
Financial contagion during COVID-19 crisis. [PDF]
Financ Res Lett, 2021 Akhtaruzzaman M, Boubaker S, Sensoy A.
europepmc +2 more sources
Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. [PDF]
Int Rev Financ Anal, 2022 Yuan Y, Wang H, Jin X.
europepmc +2 more sources
Financial contagion intensity during the COVID-19 outbreak: A copula approach. [PDF]
Int Rev Financ Anal, 2022 Benkraiem R +3 more
europepmc +2 more sources
Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective [PDF]
Social Science Research Network, 2021 In this article, to model risk contagion between the U.S. and China stock markets based on high-frequency financial data, we develop a novel continuous-time jump-diffusion process.
Minseog Oh, Donggyu Kim
openalex +3 more sources
Cogent Economics & Finance, 2022 This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis.
Thi Ngan Nguyen +2 more
doaj +2 more sources
Financial Contagion and the Wealth Effect: An Experimental Study
Journal of Economic Behavior and Organization, 2020 We design a laboratory experiment to test the importance of wealth as a channel for financial contagion across markets with unrelated fundamentals. In a sequential global game, we analyze the decisions of a group of investors that hold assets in two ...
Anna Bayona, Oana Peia
openalex +2 more sources
Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. [PDF]
Econ Model, 2021 Wang H, Yuan Y, Li Y, Wang X.
europepmc +2 more sources