and spillover is higher during bearish market states, highlighting the possibility of contagion effect mainly among …

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … a country's vulnerability to contagion depends on "fundamentals" as opposed the government's "credibility"? We look at … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more …

plunging stock market in the US, in the aftermath of global financial crisis (2007 - 2009), exerts contagion effects on … terms, and time-varying correlations. The empirical analysis shows a contagion effect for Brazil and Mexico during the early …

crisis started in October 2009. We perform a bivariate test for contagion that is based on an approach proposed by Forbes and … and industrialized countries. Our results indicate that there were periods of contagion for CDS markets during the Greek … crash and their conclusion of no contagion, only interdependence. Especially for European countries we would instead …

research not only analyzes the contagion efects of COVID-19 but also considers aftermath events beyond the frst pandemic wave … a few high-contagion periods related to Bitcoin. The paper also found that Bitcoin is more likely to produce extreme … returns and is more connected to other markets. Contagion efects "from" and"to" other markets are asymmetrical in terms of …

year's subject of "Contagion and Spillovers – New Insights from the Crisis" turned out to be particularly topical, as first …

correlation analysis and the VAR(1)-BEKK-GARCH(1,1) model, the global financial crisis and the Euro-zone crisis 2009-2012 have …