Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis

IF 2.1 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2024-10-13 DOI:10.1016/j.econlet.2024.112026

Hadi Harb , Mehmet Umutlu

引用次数: 0

Abstract

We examine how global shocks from various sources propagate across industries and countries. Financial contagion is measured using residual-based and volatility-adjusted correlation. Specific industries and countries were resilient during both global crises, while others played a significant role in transmitting shocks.

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冲击电阻器还是传播器？COVID-19 大流行和全球金融危机期间的跨行业和跨国传染

我们研究了各种来源的全球冲击如何在不同行业和国家间传播。金融传染是通过基于残差和波动调整的相关性来衡量的。在两次全球危机中，特定行业和国家具有较强的抵御能力，而其他行业和国家则在传播冲击方面发挥了重要作用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.