We examine whether there is contagion from the U.S. stock market to six Central and Eastern European stock markets. We … use a novel measure of contagion that examines whether volatility shocks in the U.S. stock market coupled with negative … set of marketrelated variables, we show that during the period from 1998 to 2014, financial contagion occurred, i …

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

aggravating financial instability. In the EU and more specifically the Euro Area, multiple channels of spillovers and contagion …

We examine whether there is contagion from the U.S. stock market to six Central and Eastern European stock markets. We … use a novel measure of contagion that examines whether volatility shocks in the U.S. stock market coupled with negative … set of marketrelated variables, we show that during the period from 1998 to 2014, financial contagion occurred, i …

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

This paper represents a theoretical enquiry in contagion and its transmission mechanism. Our main purpose in to present … the different views regarding contagion as a mechanism, correlated with interdependence, a state of markets. We present … theoretical literature of contagion is that the measurable events are more rare that the number of possible hypothesis. So the …