Financial contagion and the real economy

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How researchers see this paper

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Equity Market Contagion During the Global Financial Crisis: Evidence from the World's Eight Largest Economies (2014, unknown): “Overall, our results are consistent with previous studies on equity market contagion during the GFC (Aloui et al., 2011; Baur, 2012; Bekaert et al., 2011; Hwang et al., 2013).”
Regime Switching Vine Copula Models for Global Equity and Volatility Indices (2016, background): “, been applied by [46] in a similar study) can mitigate asynchronicity effects, it might also obscure the potential dependence regimes too much.”
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2020, unknown): “Notable examples are the Global Financial Crisis of 2007-2009 (Baur, 2012), Dot.”
Contagion and Banking Crisis - International Evidence for 2007-2009 (2015, methodology): “The framework is most closely related to the models of Baur (2012), Bekaert et al. (2014), Bekaert et al. (2005) and Dungey et al. (2005).”
Individual Investor Perceptions and Behavior During the Financial Crisis (2013, unknown): “1 See, for example, Demyanyk and Van Hemert (2011) (housing and securitization markets), Maddaloni and Peydró (2011) and Brunetti et al. (2011) (financial institutions), Campello et al. (2011) (corporate investment decisions), Bricker et al.”