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 … approach. The obtained results show strong evidence of a contagion effect between China and all countries except United States …