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.
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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.
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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.
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Financial contagion during COVID-19 crisis. [PDF]
Financ Res Lett, 2021 Akhtaruzzaman M, Boubaker S, Sensoy A.
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Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. [PDF]
Int Rev Financ Anal, 2022 Yuan Y, Wang H, Jin X.
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A Critical Survey on the Contagion Effects of Financial Crisis
East Asian Economic Review, 2000 This paper critically reviews theoretical and empirical studies on financial contagion. The East Asian crisis in 1997 as well as the Mexican crisis in 1994 saw the serious spillover of financial turbulences among different countries, and consequently ...
Chi-Young Song
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Financial contagion intensity during the COVID-19 outbreak: A copula approach. [PDF]
Int Rev Financ Anal, 2022 Benkraiem R +3 more
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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
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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.
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The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets [PDF]
, 2009 Natural disasters may inflict significant damage upon international financial markets. Using 33 international stock indexes and exchange rates, this paper examines if any contagion occurred across financial markets after the March 11, 2011 Japanese ...
Simplice A., Asongu
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