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Analysis of Financial Contagion and Prediction of Dynamic Correlations During the COVID-19 Pandemic: A Combined DCC-GARCH and Deep Learning Approach

• Authors : Victor Chung; Jenny Espinoza; Alan Mansilla

Subjects: DCC GARCH model; correlations; financial contagion

• Source: Journal of Risk and Financial Management ; Volume 17 ; Issue 12 ; Pages: 567

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Flight-to-quality and contagion in the European sovereign debt crisis: The cases of Portugal and Greece

• Authors : Pereira, I. P.; Lagoa, S.

Subjects: Financial contagion; Flight-to-quality; European sovereign debt crisis

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Financial Contagion and Volatility Spillover: an exploration into Bitcoin Future and FOREX Future Markets

• Authors : Tsiaras, Konstantinos

Subjects: Bitcoin future market; DCC-GARCH model; dynamic conditional correlations

• Source: Journal of Economics; Vol. 6 No. 1 (2021): Journal of Economics; 1-12 ; 1857-9973

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Disequilibria and contagion in financial markets: Evidence from a new test

• Authors : DE ANGELIS, LUCA; GARDINI, ATTILIO;

Subjects: financial contagion; risk premium disequilibrium; cross-country return correlations

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Flight-to-quality and contagion in the european sovereign debt crisis: the cases of Portugal and Greece

• Authors : Pereira, I.; Lagoa, S.

Subjects: Financial contagion; Flight-to-quality; European sovereign debt crisis

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Contágio da crise da dívida soberana na área do euro no período de 2007 a 2013: os casos de Portugal, Grécia e Irlanda

• Authors : Pereira, Inês de Jesus Prates; Lagoa, Sérgio Miguel Chilra

Subjects: Modelo DCC-GARCH; Contágio; Fuga para a qualidade

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Eseignant chercheur en sciences économiques

• Authors : Moulay El; Mehdi Falloul; Ahmed Hefnaoui ...

Subjects: CDS; Sovereign CDS; financial contagion

• Source: http://www.issr-journals.org/links/papers.php?application%3Dpdf%26article%3DIJIAS-14-204-15%26journal%3Dijias.

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A Dynamic Correlation Analysis of Financial Contagion: Evidence from the Eurozone Stock Markets

• Authors : Mohamed Ali Trabelsi; Salma Hmida

Subjects: Eurozone; Financial contagion; European debt crisis

• Source: Entrepreneurial Business and Economics Review, Vol 6, Iss 3, Pp 129-141 (2018)

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An investigation of financial contagion between cryptocurrency and equity markets: Evidence from developed and emerging markets

• Authors : Olivier Niyitegeka; Sheunesu Zhou

Subjects: COVID-19; cryptocurrency; DCC GARCH

• Source: Cogent Economics & Finance, Vol 11, Iss 1 (2023)

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Cross-Market Correlations and Financial Contagion from Developed to Emerging Economies: A Case of COVID-19 Pandemic

• Authors : Taufeeque Ahmad Siddiqui; Mazia Fatima Khan; Mohammad Naushad

Subjects: co-movement; COVID-19; DCC-GARCH

• Source: Economies; Volume 10; Issue 6; Pages: 147

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