Similar Search Results

Ėkonomičeskie krizisy i ich vlijanie na ėkonomiku Rossii : monografija

Malkina, Marina Ju. (ed.); Občarova, Anton Olegovič (ed.) - 2023

Persistent link: https://www.econbiz.de/10013534342

Pandemic-driven financial contagion and investor behavior : evidence from the COVID-19

Yuan, Ying; Wang, Haiying; Jin, Xiu - In: International review of financial analysis 83 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013460941

Financial contagion during global financial crisis and covid-19 pandemic : the evidence from DCC-GARCH model

Thi Ngan Nguyen; Phan Thi Kieu Hoa; Nguyen Thanh Liem - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis. We employ the DCC-EGARCH methodology and daily data of stock returns from 2005 to 2021 to estimate...

Persistent link: https://www.econbiz.de/10013461351

Spillover nexus of financial stress during black Swan events

Jana, Rabin K; Ghosh, Indranil; Goyal, Vinay - In: Finance research letters 48 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013461607

Contagion of credit risk : comparative analysis before and after the pandemic of COVID-19

Ito, Takayasu - In: The journal of corporate accounting & finance 33 (2022) 4, pp. 52-58

Persistent link: https://www.econbiz.de/10013463659

Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data

Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330

Persistent link: https://www.econbiz.de/10014314085

The impact of COVID-19 on sovereign contagion

Drakos, Anastasios; Moratis, Georgios - In: Journal of financial stability 70 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014490462

From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic

Zhai, Pengxiang; Wu, Fei; Ji, Qiang; Nguyen, Duc Khuong - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 551-580

Persistent link: https://www.econbiz.de/10014469034

Financial contagion during the COVID-19 pandemic : the case of African countries

Zorgati, Imen; Albouchi, Faten; Garfatta, Riadh - In: International journal of accounting, auditing and … 20 (2024) 1/2, pp. 23-42

Persistent link: https://www.econbiz.de/10014496722

Contagion or interdependence? : evidence from Asian emerging stock markets in times of COVID-19 pandemic

Bagchi, Bhaskar; Ghosh, Raktim - In: Global business & economics review 28 (2023) 2, pp. 155-174

Persistent link: https://www.econbiz.de/10014230980