Sghaier, Nadia; Kouki, Mondher; Ben Messaoud, Samia - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-28
This paper examines the presence of a contagion effect between Chinese and G20 stock markets as well as its intensity over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the time-varying copula approach. The obtained results show strong evidence of...