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On the Risk-Based Contagion of G7 Banking System and the COVID-19 Pandemic

https://doi.org/10.2139/ssrn.3805120
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15/15 checkable references clean · checked 2026-08-27

Every reference with a DOI or an arXiv id in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

6 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.

The 15 checked references that resolve
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Business cycle synchronization and the Euro: A wavelet analysis
resolves10.1086/296203
Contagion Effects of Bank Failures: Evidence from Capital Markets
resolves10.1111/1468-0327.00070
Is the crisis problem growing more severe?
resolves10.1016/j.jbankfin.2018.07.015
Country transparency and the global transmission of financial shocks
resolves10.1016/j.jbankfin.2015.08.007
Contagion and banking crisis – International evidence for 2007–2009
resolves10.1016/j.csda.2010.11.003
A wavelet-based approach to test for financial market contagion
resolves10.1016/j.frl.2020.101512
COVID-19 and finance: Agendas for future research
resolves10.1137/0515056
Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape
resolves10.1057/imfer.2013.12
Systemic Banking Crises Database
resolves10.1016/j.ribaf.2021.101400
COVID-19, stock market and sectoral contagion in US: a time-frequency analysis
resolves10.1016/j.frl.2020.101690
COVID-19 and the march 2020 stock market crash. Evidence from S&P1500
resolves10.1016/j.ememar.2014.11.003
Measuring stock market contagion: Local or common currency returns?
resolves10.1016/j.jempfin.2009.02.002
International comovement of stock market returns: A wavelet analysis
resolves10.1016/j.irfa.2020.101496
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
resolves10.1016/j.frl.2016.12.025
Stock market contagion during the global financial crisis: A multiscale approach
The 6 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedref5
no DOI — not checkedref11
no DOI — not checkedref13
no DOI — not checkedThe Role of Contagion and Integration in Risk Management Measures
no DOI — not checkedBRIC's Risk Management based on an Innovative VaR
no DOI — not checkedref18
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references with neither a DOI nor an arXiv id.

checked 2026-08-27 — re-checked at most once a day, when someone opens this page, so the date shown is the last check; titles and statuses come from Crossref and DataCite and are not part of the signed record

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