Contagion risk in Equity Markets during Financial Crises and COVID-19: A comparison of developed and emerging markets

This study compared the impact of the Global Financial Crisis (GFC) and the COVID-19 pandemic on financial market contagion between developed and emerging markets. A DCC-GARCH model was employed to test the contagion effects of developed and emerging markets using weekly returns for the S&P 500 (US)...

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Autori principali:	Paul-Francois Muzindutsi, Akita Sheodin, Joshua Moodley, Khmera Moodley, Mayuri Naidoo, Purusha Ramjiyavan, Rinay Moonsamy, Tiffany Atalia Pillay, Fikile Dube
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2022-12-01
Serie:	Scientific Annals of Economics and Business
Soggetti:	contagion financial crisis covid-19 dcc-garch model internationalization.
Accesso online:	http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1638
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