Risk contagion in financial markets: A systematic review using bibliometric methods

No abstract is available for this paper.

• Publication year

  2023

• Venue

  Australian Economic Papers

• Publication date

  2023-04-05

• Fields of study

  Not labeled

• Identifiers
  DOI 10.1111/1467-8454.12301
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Thirty years of herd behavior in financial markets: A bibliometric analysis

  2022cited by this paper
• An assessment of how COVID-19 changed the global equity market

  2021cited by this paper
• The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

  2021cited by this paper
• Investor Co-attention and Stock Return Co-movement: Evidence from China’s A-share Stock Market*

  2021cited by this paper
• How cryptocurrency affects economy? A network analysis using bibliometric methods

  2021cited by this paper
• Big Data in Finance

  2021cited by this paper
• Contagion or interdependence? Comparing spillover indices

  2021cited by this paper
• Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19

  2021cited by this paper
• International stock market risk contagion during the COVID-19 pandemic

  2021cited by this paper
• Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains

  2021cited by this paper
• Policy uncertainty spillovers and financial risk contagion in the Asia-Pacific network

  2021cited by this paper
• COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies

  2021cited by this paper
• Conditional volatility persistence and volatility spillovers in the foreign exchange market

  2021cited by this paper
• Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis

  2020cited by this paper
• THE ROLES OF ECONOMIC POLICY UNCERTAINTY AND THE COVID-19 PANDEMIC IN THE CORRELATION BETWEEN CRYPTOCURRENCY AND STOCK MARKETS

  2020cited by this paper
• Preventing crash in stock market: The role of economic policy uncertainty during COVID-19

  2020cited by this paper
• The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets

  2020cited by this paper
• Systemic Risk in Financial Networks: A Survey

  2020cited by this paper
• The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains

  2020cited by this paper
• Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic

  2020cited by this paper
• Systemic risk: The impact of COVID-19

  2020cited by this paper
• Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic

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

  2020cited by this paper
• Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic

  2020cited by this paper
• COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach

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

  2020cited by this paper
• Network connectedness and China's systemic financial risk contagion——An analysis based on big data

  2020cited by this paper
• COVID-19 and finance: Agendas for future research

  2020cited by this paper
• On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe

  2020cited by this paper
• Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach

  2020cited by this paper
• Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy

  2020cited by this paper
• ARROW@TU Dublin ARROW@TU Dublin The Global Financial Crisis: World Market or Regional Contagion The Global Financial Crisis: World Market or Regional Contagion Effects? Effects?

  2020cited by this paper
• Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains

  2020cited by this paper
• When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

  2019cited by this paper
• Interconnectedness and Contagion Analysis

  2019cited by this paper
• Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies

  2019cited by this paper
• Dynamic connectedness and integration in cryptocurrency markets

  2019cited by this paper
• Do cryptocurrencies and traditional asset classes influence each other?

  2019cited by this paper
• Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model

  2019cited by this paper
• Cryptocurrencies as a financial asset: A systematic analysis

  2019cited by this paper
• A Bibliometric Review of Volatility Spillovers in Financial Markets: Knowledge Bases and Research Fronts

  2019cited by this paper
• Information interdependence among energy, cryptocurrency and major commodity markets

  2019cited by this paper
• Portfolio diversification with virtual currency: Evidence from bitcoin

  2019cited by this paper
• From financial markets to Bitcoin markets: A fresh look at the contagion effect

  2019cited by this paper
• Contagion, Spillover, and Interdependence

  2019cited by this paper
• Syndication, Interconnectedness, and Systemic Risk

  2018cited by this paper
• Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?

  2018cited by this paper
• Systemic risk network of Chinese financial institutions

  2018cited by this paper
• Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

  2018cited by this paper
• Exploring the dynamic relationships between cryptocurrencies and other financial assets

  2018cited by this paper
• Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

  2017cited by this paper
• Extreme risk spillover network: application to financial institutions

  2017cited by this paper
• The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment

  2017cited by this paper
• Measuring systemic risk in the European banking sector: a copula CoVaR approach

  2017cited by this paper
• Global financial crisis and emerging stock market contagion: A volatility impulse response function approach

  2016cited by this paper
• Global financial crisis and spillover effects among the U.S. and BRICS stock markets

  2016cited by this paper
• Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility

  2016cited by this paper
• Financial stability in networks of financial institutions and market infrastructures

  2016cited by this paper
• Liquidity Risk Contagion in the Interbank Market

  2016cited by this paper
• Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis

  2016cited by this paper
• Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures

  2016cited by this paper
• Testing for herding in the Athens Stock Exchange during the crisis period

  2016cited by this paper
• The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

  2016cited by this paper
• The price of complexity in financial networks

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

  2015cited by this paper
• New Evidence on the Impact of Financial Crises in Advanced Countries

  2015cited by this paper
• Do fund managers herd in frontier markets — and why?

  2015cited by this paper
• Systemic Risk, Contagion, and Financial Networks: A Survey

  2015cited by this paper
• Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH ☆

  2015cited by this paper
• Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach

  2015cited by this paper
• Measuring the frequency dynamics of financial connectedness and systemic risk

  2015cited by this paper
• Filling in the blanks: network structure and interbank contagion

  2014cited by this paper
• Do global factors impact BRICS stock markets? A quantile regression approach

  2014cited by this paper
• Measuring Bilateral Spillover and Testing Contagion on Sovereign Bond Markets in Europe

  2014cited by this paper
• Speculators, Commodities and Cross-Market Linkages

  2014cited by this paper
• CAUSALITY AND CONTAGION IN EMU SOVEREIGN DEBT MARKETS

  2014cited by this paper
• Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes

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

  2014cited by this paper
• Investor induced contagion during the banking and European sovereign debt crisis of 2007–2012: Wealth effect or portfolio rebalancing?

  2014cited by this paper
• Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns

  2014cited by this paper
• Global Financial Crisis and Emerging Stock Market Contagion: A Multivariate FIAPARCH-DCC Approach

  2013cited by this paper
• A time-varying copula approach to oil and stock market dependence: The case of transition economies

  2013cited by this paper
• Department of Economics Discussion Paper Series How Likely Is Contagion in Financial Networks? How Likely Is Contagion in Financial Networks?

  2013cited by this paper
• The Pricing of Sovereign Risk and Contagion During the European Sovereign Debt Crisis

  2013cited by this paper
• Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration

  2013cited by this paper
• Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries

  2013cited by this paper
• Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets

  2013cited by this paper
• Index Investment and the Financialization of Commodities

  2012cited by this paper
• Global Crises and Equity Market Contagion

  2012cited by this paper
• Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach

  2012cited by this paper
• Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates

  2012cited by this paper
• Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk

  2012cited by this paper
• Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk

  2012cited by this paper
• Better to give than to receive: Predictive directional measurement of volatility spillovers

  2012cited by this paper
• Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆

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

  2011cited by this paper
• Global Financial Crisis, Extreme Interdependences, and Contagion Effects: The Role of Economic Structure?

  2011cited by this paper
• Financial crises and stock market contagion in a multivariate time-varying asymmetric framework

  2011cited by this paper
• Simulation methods to assess the danger of contagion in interbank markets

  2011cited by this paper
• Complexity, concentration and contagion

  2011cited by this paper

• Detecting Financial Contagion Through Higher-Order Networks: A Deep Learning Approach to Emerging Market Risk

  2026cites this paper
• Public Financial Management: A Bibliometric Analysis of Research Trends and Influential Publications

  2026cites this paper
• Financial contagion in financial markets: a systematic literature review and directions for future research

  2025cites this paper
• Banking Sector Transformation: Disruptions, Challenges and Opportunities

  2025cites this paper
• The Use of Euphemisms in Non‐site Visits in China*

  2025cites this paper
• A Bibliometric Analysis on Network-Based Systemic Risk

  2025cites this paper
• Inside the black box of ESG-related terms in corporate site visits and ESG ratings improvement*

  2025cites this paper
• Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak

  2024cites this paper