Browsing by Author "Harb, Hadi"

Now showing 1 - 1 of 1

Citation - WoS: 7
Citation - Scopus: 7
Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis
(Elsevier B.V., 2024) Hadi Harb; Mehmet Umutlu; Harb, Hadi; Umutlu, Mehmet
We examine how global shocks from various sources propagate across industries and countries. Financial contagion is measured using residual-based and volatility-adjusted correlation. Specific industries and countries were resilient during both global crises while others played a significant role in transmitting shocks. © 2024 Elsevier B.V. All rights reserved.