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
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier B.V.
Open Access Color
HYBRID
Green Open Access
No
OpenAIRE Downloads
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Publicly Funded
No
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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. © 2024 Elsevier B.V. All rights reserved.
Description
ORCID
Keywords
Contagion, Correlation, Covid-19 Pandemic, Global Financial Crisis, International Diversification, Contagion, International Diversification, Global Financial Crisis, Correlation, Covid-19 Pandemic
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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