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Financial contagion intensity during the COVID-19 outbreak: A copula approach

Author

Listed:
  • Ramzi Benkraiem

    (Audencia Business School)

  • Riadh Garfatta
  • Faten Lakhal

    (IRG - Institut de Recherche en Gestion - UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12 - Université Gustave Eiffel)

  • Imen Zorgati

Abstract

No abstract is available for this item.

Suggested Citation

  • Ramzi Benkraiem & Riadh Garfatta & Faten Lakhal & Imen Zorgati, 2022. "Financial contagion intensity during the COVID-19 outbreak: A copula approach," Post-Print hal-03638322, HAL.
    • Handle: RePEc:hal:journl:hal-03638322
    DOI: 10.1016/j.irfa.2022.102136
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    Cited by:

    1. Cesario Mateus & Miramir Bagirov & Irina Mateus, 2024. "Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets," International Review of Finance, International Review of Finance Ltd., vol. 24(1), pages 83-103, March.
    2. Izzeldin, Marwan & Muradoğlu, Yaz Gülnur & Pappas, Vasileios & Petropoulou, Athina & Sivaprasad, Sheeja, 2023. "The impact of the Russian-Ukrainian war on global financial markets," International Review of Financial Analysis, Elsevier, vol. 87(C).

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