and volatilities (contagion). More precisely, cyber attacks appear to strengthen cross-market linkages, thereby reducing …

sectors has brought up the co-movement and the contagion hypothesis,especially after the fall in new technology stock prices … work on contagion in the case of stock market indexes. …

A new procedure to trace the sources of contagion in the oil-finance nexus is proposed. We do this by consolidating … extreme subsamples for comparing market relationships in the construction of contagion tests. Our original approach is useful …

time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher …

The study examined the contagion effect of financial market volatility from Australian capital market to Indian, New … residuals after the catastrophes. Finally, Fishers r to z transformation was used for identifying contagion. After Victoria … respective z > +1.96 validates contagion. The adjusted correlation coefficient of Australia with China and Japan increased after …

, including contagion, flight to collateral, and swings in the issuance volume of the highest quality debt. We explain the …

this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish … equity markets and the investigated European equity markets. The contagion effects are found to ease dramatically in the … intervention as a mechanism to mitigate and absorb contagion associated with state-specific financial crises and if possible …