TY - JOUR
AU - Harb, Hadi
AU - Umutlu, Mehmet
PY - 2024
DA - October
TI - Shock Resistors or Transmitters? Contagion across Industries and Countries during the COVID-19 Pandemic and the Global Financial Crisis
JO - Economics Letters
DO - https://doi.org/10.1016/j.econlet.2024.112026
AB - We examine how global shocks from various sources propagate across industries and countries. Financial contagion is measured using residual-based and volatility-adjusted correlation. Specific industries and countries were resilient during both global crises, while others played a significant role in transmitting shocks.
PB - Elsevier
UR - https://napier-repository.worktribe.com/output/3887249/shock-resistors-or-transmitters-contagion-across-industries-and-countries-during-the-covid-19-pandemic-and-the-global-financial-crisis
KW - Coronavirus (COVID-19)
ER