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Financial contagion and volatility spillover financial stock market: The statistical review of literature

https://doi.org/10.2139/ssrn.4621008
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Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework
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Systemic Risk on Trade Credit Systems: with the Tangible Interconnectedness
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Testing stock market contagion properties between large and small stock markets
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The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis
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Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period
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Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis
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Financial contagion and volatility spillover: An exploration into Indian commodity derivative market
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Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas
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Price mediated contagion through capital ratio requirements with VWAP liquidation prices
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Evidence of interdependence and contagion using a frequency domain framework
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Risk spillovers between oil and stock markets: A VAR for VaR analysis
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Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar)
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High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
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Herding effect on idiosyncratic volatility in U.S. industries
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Financial network linkages to predict economic output
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COVID−19 and Oil Price Risk Exposure
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Information security breaches and IT security investments: Impacts on competitors
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Risk spillover network structure learning for correlated financial assets: A directed acyclic graph approach
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Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations
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Stock market contagion during the COVID-19 pandemic in emerging economies
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What the Hack: Systematic Risk Contagion from Cyber Events
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Covid-19 pandemic and spillover effects in stock markets: A financial network approach
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Financial contagion and the real economy
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Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?
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‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion
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Time-varying integration, interdependence and contagion
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No contagion, only globalization and flight to quality
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Financial market linkages and the sovereign debt crisis
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Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
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The dynamic volatility transmission in the multiscale spillover network of the international stock market
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Risk Taker or Driver: An Empirical Analysis of US Financial Markets during the COVID-19 Pandemic
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A Comparative Study of Credit Risk Infection at Domestic and Abroad Based on Knowledge Map
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Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach
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Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
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Chemical industry disasters and the sectoral transmission of financial market contagion
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Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets
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Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis
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Contagion and interdependence in stock markets: Have they been misdiagnosed?
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Emerging markets finance
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Globalization Effects on Contagion Risks in Financial Markets
inferredcites →https://doi.org/10.1086/719407openalex-extracted
The Network Structure of Occupations: Fragmentation, Differentiation, and Contagion
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Multivariate correlation analysis of agricultural futures and spot markets based on multifractal statistical methods
inferredcites →https://doi.org/10.1088/1742-6596/604/1/012014openalex-extracted
Risk assessment and stock market volatility in the Eurozone: 1986-2014
inferredcites →https://doi.org/10.1093/wbro/15.2.177openalex-extracted
Contagion: Understanding How It Spreads
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Contagion Effects in the Life Insurance Industry Spring and Summer 1991
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Bubble contagion effect between the main precious metals
inferredcites →https://doi.org/10.1109/chicc.2016.7555000openalex-extracted
Assets overlapping networks and stress testing on stability of financial systems
inferredcites →https://doi.org/10.1111/eufm.12112openalex-extracted
Extreme Returns in the European financial crisis
inferredcites →https://doi.org/10.1155/2020/8885657openalex-extracted
Systemic Risk Contagion in Reconstructed Financial Credit Network within Banking and Firm Sectors on DebtRank Based Model
inferredcites →https://doi.org/10.1155/2021/1281825openalex-extracted
On Credit Risk Contagion of Supply Chain Finance under COVID-19
inferredcites →https://doi.org/10.1155/2022/8642443openalex-extracted
Jumping Risk Communities in the Energy Industry: An Empirical Analysis Based on Time‐Varying Complex Networks
inferredcites →https://doi.org/10.1177/0972150920988653openalex-extracted
An Application of ARIMA Model to Forecast the Dynamics of COVID-19 Epidemic in India
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Financial markets interdependence in India: an empirical analysis
inferredcites →https://doi.org/10.1504/ijebr.2018.10016071openalex-extracted
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Price discovery and volatility spillovers in commodity market: a review of empirical literature
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Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks
inferredcites →https://doi.org/10.15446/cuad.econ.v38n76.55758openalex-extracted
Short-Term Liquidity Contagion in the Interbank Market
inferredcites →https://doi.org/10.20944/preprints202102.0055.v1openalex-extracted
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Shocks from the Subprime Crisis to Bond Indices in the U.S., the EU and Emerging Markets Via CDS Indices
inferredcites →https://doi.org/10.24018/ejbmr.2021.6.6.1139openalex-extracted
What Factors Affect Stocks’ Abnormal Return during the COVID-19 Pandemic: Data from the Indonesia Stock Exchange
inferredcites →https://doi.org/10.2478/auseb-2022-0001openalex-extracted
Indian and Chinese Metal Futures Markets: A Linkage Analysis
inferredcites →https://doi.org/10.32535/jicp.v4i1.1122openalex-extracted
The Effect of Covid-19 Pandemic on Stock Returns: An Evidence of Indonesia Stock Exchange
inferredcites →https://doi.org/10.32890/ijbf2009.6.1.2openalex-extracted
East Asian Financial Contagion under DCC-Garch
inferredcites →https://doi.org/10.3390/ijfs10010006openalex-extracted
The COVID-19 Outbreak and Risk–Return Spillovers between Main and SME Stock Markets in the MENA Region
inferredcites →https://doi.org/10.47750/pnr.2022.13.s05.230openalex-extracted
Impact Of Covid-19 On The Linkages Between Indochina Metal Futures Markets
inferredcites →https://doi.org/10.5089/9787504933096.084openalex-extracted
Effects on Financial Globalization on Developing Countries: Some Empirical Evidence
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Coronavirus and the Chinese Stock Market: Pandemic Versus Financial Crisis
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Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula
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