Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis
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Date
2024
Authors
Hadi Harb
Mehmet Umutlu
Journal Title
Journal ISSN
Volume Title
Publisher
ELSEVIER SCIENCE SA
Open Access Color
HYBRID
Green Open Access
No
OpenAIRE Downloads
OpenAIRE Views
Publicly Funded
No
BIP! Indicators
Impulse
Top 10%
Influence
Average
Popularity
Top 10%
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.
Description
Keywords
Contagion, Covid-19 pandemic, Global financial crisis, Correlation, International diversification
Fields of Science
Citation
WoS Q
Scopus Q
OpenCitations Citation Count
2
Source
Economics Letters
Volume
244
Issue
Start Page
112026
End Page
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Citations
Scopus : 7
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Mendeley Readers : 12
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