IDEAS home Printed from https://ideas.repec.org/a/mes/emfitr/v54y2018i10p2367-2381.html
   My bibliography  Save this article

Contagion Effect in International Trade After the Japanese 311 Earthquake

Author

Listed:
  • Yu-Che Huang
  • Chaug-Ing Hsu
  • K. I. Wong

Abstract

This study investigates spatial contagion on trading markets when an industrialized country is stricken by a natural disaster. We present a test for contagion effects on the cargo trading among the major trading partners. The test is based on a comparison of the correlation coefficients of transnational trade linkages in industrial cargo volumes before and after a disaster. Using the Japanese 311 earthquake in 2011 as a case study, the results show that spatial contagion is observed for neighboring countries exporting to Taiwan. It also found that the occurrence of contagion effect depends on the industrial market share of the linkages, and the contagion effect disperses over time.

Suggested Citation

  • Yu-Che Huang & Chaug-Ing Hsu & K. I. Wong, 2018. "Contagion Effect in International Trade After the Japanese 311 Earthquake," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(10), pages 2367-2381, August.
    • Handle: RePEc:mes:emfitr:v:54:y:2018:i:10:p:2367-2381
    DOI: 10.1080/1540496X.2017.1364235
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/1540496X.2017.1364235
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/1540496X.2017.1364235?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. He, Chengying & Wen, Zhang & Huang, Ke & Ji, Xiaoqin, 2022. "Sudden shock and stock market network structure characteristics: A comparison of past crisis events," Technological Forecasting and Social Change, Elsevier, vol. 180(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mes:emfitr:v:54:y:2018:i:10:p:2367-2381. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/MREE20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.