Financial contagion during COVID-19 crisis.

Md Akhtaruzzaman, Sabri Boubaker, Ahmet Sensoy
Author Information
  1. Md Akhtaruzzaman: Australian Catholic University, Sydney, Australia.
  2. Sabri Boubaker: EM Normandie Business School, M��tis Lab, France.
  3. Ahmet Sensoy: Bilkent University, Faculty of Business Administration, Ankara, Turkey.

Abstract

This study examines how financial contagion occurs through financial and nonfinancial firms between China and G7 countries during the COVID-19 period. The empirical results show that listed firms across these countries, financial and non-financial firms alike, experience significant increase in conditional correlations between their stock returns. However, the magnitude of increase in these correlations is considerably higher for financial firms during the COVID-19 outbreak, indicating the importance of their role in financial contagion transmission. They also show that optimal hedge ratios increase significantly in most cases, implying higher hedging costs during the COVID-19 period.

Keywords

References

  1. Financ Res Lett. 2020 Jul;35:101607 [PMID: 32550843]
  2. Financ Res Lett. 2020 Oct;36:101528 [PMID: 32837360]
  3. Financ Res Lett. 2021 Jan;38:101591 [PMID: 32837362]
  4. Int Rev Financ Anal. 2020 Jul;70:101496 [PMID: 38620230]