Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …

We provide empirical evidence on the patterns of intra-and inter-regional transmission of
information across 10 developed and 11 emerging markets in Asia, the Americas, Europe …

This paper is the result of a crowdsourced effort to surface perspectives on the present and
future direction of international finance. The authors are researchers in financial economics …

In this paper, we investigate worldwide contagion and its determinants during the 2008
financial crisis. Utilizing an international sample of returns from 2003 to 2009, we consider …

We examine the size of contagion (ie, integration and co-movement) of weighted portfolios
on a global level determining whether the amplification of transmission channels among …

We analyze stock price reactions of the largest listed banks across 9 countries in Europe to
the currency crisis in Turkey, on August 10, 2018. We find a statistically significant two-day …

This paper investigates whether a particular magnitude and direction of inter-regional return
signal transmission dominates the performance of domestic trading in American, European …

The paper utilizes MSCI energy indices of 21 major energy consumer economies as a full
sample to serve as a proxy indicator of the energy sector of these economies and then …

The paper investigates the asymmetry in return and volatility spillovers across futures
markets with non-overlapping stock exchange trading hours. The transmission of positive …

Financial contagion refers to the spread of market turmoils, for example from one country or
index to another country or another index. It is standardly assessed by modelling the …