Debt and financial market contagion
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DOI: 10.1007/s00181-021-02077-5
Abstract: We empirically investigate why financial crises spread from one country to another. For our analysis, we develop a new multiple-channel test of financial market contagion and construct indices of crisis severity in equity markets in… read more here.
Keywords: market contagion; financial market; debt; debt financial ... See more keywords