Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis
| dc.contributor.author | Hadi Harb | |
| dc.contributor.author | Mehmet Umutlu | |
| dc.date | NOV | |
| dc.date.accessioned | 2025-10-06T16:21:59Z | |
| dc.date.issued | 2024 | |
| dc.description.abstract | 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. | |
| dc.identifier.doi | 10.1016/j.econlet.2024.112026 | |
| dc.identifier.issn | 0165-1765 | |
| dc.identifier.uri | http://dx.doi.org/10.1016/j.econlet.2024.112026 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7146 | |
| dc.language.iso | English | |
| dc.publisher | ELSEVIER SCIENCE SA | |
| dc.relation.ispartof | Economics Letters | |
| dc.source | ECONOMICS LETTERS | |
| dc.subject | Contagion, Covid-19 pandemic, Global financial crisis, Correlation, International diversification | |
| dc.title | Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis | |
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| person.identifier.orcid | Umutlu- Mehmet/0000-0003-1353-2922, | |
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