Insights Into Financial Contagion: A Bibliometric Study

Research on financial contagion has witnessed an exponential growth over the last two decades due to increase of interdependence among financial markets of various countries. In the present study, bibliometric analysis has been employed to summarize the present status and to identify significant gaps in the prevalent literature on financial contagion. The Scopus database has been used to retrieve information pertaining to 456 research papers on financial contagion via keyword searching approach over the period of more than two decades ranging from 1997 to 2021. Performance analysis techniques have provided valuable insights into the most influential authors, countries, organizations and journals that play active role in enriching the literature on the selected theme. Scientific mapping technique, namely bibliographic coupling has also been used to establish the linkage among those published papers that cite the same document. As a result, a thorough examination of the financial contagion documents not only examines current research characteristics and trends but also assists the researchers in determining the best research entrance point and in conducting in-depth research.

• Publication year

  2023

• Venue

  FIIB Business Review

• Publication date

  2023-03-12

• Fields of study

  Medicine, Business, Economics

• Identifiers
  DOI 10.1177/23197145221150956
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic

  2022cited by this paper
• Contagion and Tail Risk in Complex Financial Networks

  2022cited by this paper
• The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis

  2022cited by this paper
• What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?

  2022cited by this paper
• Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19

  2022cited by this paper
• COVID-19 and asymmetric volatility spillovers across global stock markets

  2021cited by this paper
• Spatial financial contagion during the COVID-19 outbreak: Local correlation approach

  2021cited by this paper
• Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday

  2021cited by this paper
• Region-wide connectedness of Asian equity and currency markets

  2021cited by this paper
• Idiosyncratic volatility, investor sentiment, and returns of the GCC stock markets

  2021cited by this paper
• Co-citation, bibliographic coupling and leading authors, institutions and countries in the 50 years of Technological Forecasting and Social Change

  2021cited by this paper
• Futures market and the contagion effect of COVID-19 syndrome

  2021cited by this paper
• The Contagion Effect from U.S. Stock Market to the Vietnamese and the Philippine Stock Markets: The Evidence of DCC – GARCH Model

  2021cited by this paper
• Dynamic network analysis of North American financial institutions

  2021cited by this paper
• Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era

  2020cited by this paper
• The US financial crisis, market volatility, credit risk and stock returns in the Americas

  2020cited by this paper
• Impacts of the COVID-19 pandemic on financial market connectedness

  2020cited by this paper
• Determinants of financial stress in emerging market economies: Are spatial effects important?

  2020cited by this paper
• Financial contagion across G10 stock markets: A study during major crises

  2020cited by this paper
• Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory

  2020cited by this paper
• Financial contagion during COVID–19 crisis

  2020cited by this paper
• The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies

  2020cited by this paper
• Forest entrepreneurship: A bibliometric analysis and a discussion about the co-authorship networks of an emerging scientific field

  2020cited by this paper
• Contagion across US and European financial markets: Evidence from the CDS markets

  2019influential reference
• Interconnectedness and Contagion Analysis

  2019cited by this paper
• Financial contagion across major stock markets: A study during crisis episodes

  2019cited by this paper
• Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets

  2018cited by this paper
• Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis

  2018cited by this paper
• Financial contagion and volatility spillover: An exploration into Indian commodity derivative market

  2017cited by this paper
• Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance

  2017cited by this paper
• Cascading effect of contagion in Indian stock market: Evidence from reachable stocks

  2017cited by this paper
• Testing for financial contagion: New evidence from the Greek crisis and yuan devaluation

  2017cited by this paper
• Fuzzy Dynamical System Scenario Simulation-Based Cross-Border Financial Contagion Analysis: A Perspective From International Capital Flows

  2017cited by this paper
• Financial crises and dynamic linkages across international stock and currency markets

  2016cited by this paper
• Unveiling investor-induced channels of financial contagion in the 2008 financial crisis using copulas

  2016cited by this paper
• The Contagion Effects on Real Economy: Emerging Markets during the Recent Crises

  2016cited by this paper
• Interdependence of foreign exchange markets: A wavelet coherence analysis

  2016cited by this paper
• International contagion through financial versus non-financial firms

  2016cited by this paper
• European Government Bond Market Contagion in Turbulent Times

  2016cited by this paper
• Modeling financial contagion using mutually exciting jump processes

  2015cited by this paper
• The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets

  2015cited by this paper
• Systemic Risk and Stability in Financial Networks

  2015cited by this paper
• Contagion and Banking Crisis - International Evidence for 2007-2009

  2015cited by this paper
• Crisis determination and financial contagion: an analysis of the Hong Kong and Tokyo stock markets using an MSBVAR approach

  2015cited by this paper
• Cross-Border Interbank Networks, Banking Risk and Contagion

  2015cited by this paper
• Extreme Returns in the European Financial Crisis

  2014cited by this paper
• Using local Gaussian correlation in a nonlinear re-examination of financial contagion

  2014cited by this paper
• The Eurozone crisis and its contagion effects on the European stock markets

  2014cited by this paper
• The Global Crisis and Equity Market Contagion: The Global Crisis and Equity Market Contagion

  2014cited by this paper
• Market Liquidity in the Financial Crisis: The Role of Liquidity Commonality and Flight-to-Quality

  2013cited by this paper
• Global Financial Crisis and Emerging Stock Market Contagion: A Multivariate FIAPARCH-DCC Approach

  2013cited by this paper
• Lessons from financial crisis contagion simulation in Europe

  2013cited by this paper
• Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

  2012cited by this paper
• The more contagion effect on emerging markets: The evidence of DCC-GARCH model

  2012cited by this paper
• Stability analysis of financial contagion due to overlapping portfolios

  2012cited by this paper
• Financial crises and stock market contagion in a multivariate time-varying asymmetric framework

  2011cited by this paper
• Assessing Financial Contagion in the Interbank Market: Maximum Entropy Versus Observed Interbank Lending Patterns

  2011cited by this paper
• Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆

  2011cited by this paper
• Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets

  2011cited by this paper
• Economic Policies in G-20 and African Countries during the Global Financial Crisis: Who's the Apprentice, Who's the Master?

  2011cited by this paper
• The subprime credit crisis and contagion in financial markets

  2010cited by this paper
• Financial contagion and the real economy

  2010cited by this paper
• Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets

  2009cited by this paper
• Software survey: VOSviewer, a computer program for bibliometric mapping

  2009cited by this paper
• Stock market behavior and investor sentiment: Evidence from China

  2008cited by this paper
• Time-Series and Cross-Sectional Excess Comovement in Stock Indexes

  2008cited by this paper
• Dynamic correlation analysis of financial contagion: Evidence from Asian markets

  2007cited by this paper
• Are financial spillovers stable across regimes? Evidence from the 1997 Asian crisis

  2006cited by this paper
• Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion

  2005cited by this paper
• Financial contagion vulnerability and resistance: A comparison of European stock markets

  2005cited by this paper
• Coexceedances in financial markets--a quantile regression analysis of contagion

  2005cited by this paper
• The Unholy Trinity of Financial Contagion

  2003cited by this paper
• A Primer on Financial Contagion

  2003cited by this paper
• No Contagion, Only Interdependence: Measuring Stock Market Comovements

  2002cited by this paper
• A Rational Expectations Model of Financial Contagion

  2002cited by this paper
• Contagion as a Wealth Effect

  2001cited by this paper
• Fitting the jigsaw of citation: Information visualization in domain analysis

  2001cited by this paper
• A New Approach to Measuring Financial Contagion

  2000cited by this paper
• Financial Contagion

  2000cited by this paper
• Statistical bibliography or bibliometrics

  1969cited by this paper

• No citing papers are available for this paper.