PURPOSE: A notable observation in the literature of financial markets is the debate on
market contagion and causality. During periods of financial distress, global financial markets …

Purpose A recent literature has documented the real effect of Trade Policy Uncertainty (TPU)
on trade, stock markets and unemployment; however, there is no specific study that has …

The paper aims to analyze the contagion effect coming from the developed stock markets of
the US and Germany to the emerging CEE stock markets of Romania, Czech Republic …

This paper applies a modified DCC framework to test for asymmetric intermarket spillover
effects from the US to a sample of G7 stock markets following the outbreak of the COVID-19 …

The variance–covariance matrix is a multi-dimensional array of numbers, containing
information about the individual variabilities and the pairwise linear dependence of a set of …

Biopharmaceutical companies are critical in develo** vaccines, treatments, and
diagnostics for COVID-19. Thus, understanding the contagion effects of their stock market …

The overlap** claims of susceptible shocks affecting multiple financial markets have been
well documented in finance literature. These shocks are channelled through several …

In recent years, the stock market has faced numerous challenges generated by unexpected
events that had a major impact on the global economy. Thus, through this paper, which is …

The article analyzes the features of the financial crises in Japan in the context of using
theoretical and practical approaches to financial contagion. A brief overview is made with …

В статье проведен анализ особенностей финансовых кризисов в Японии в контексте
использования теоретических и практических подходов к финансовому заражению …