Return Contagion is a financial phenomenon within the class of market interdependence effects, distinguished by the rapid transmission of abnormal asset returns across markets or assets during periods of market stress, often independent of fundamental economic linkages.
52
Publications
4K
Citations
114
Authors
95
Institutions
Publications per year
2017–2026
25
Parents
Publications
52
The Global Crisis and Equity Market Contagion
Geert Bekaert, Michael Ehrmann, Marcel Fratzscher et al. · The Journal of Finance · 2014 · 699 citations
1–5 of 52
Authors
114
- JY
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- DJ
3
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- JA
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- MF
2
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- WB
2
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1–5 of 114
Institutions
95
Lebanese American University
Beirut, Lebanon
2 h-index
2 publications
705 citations
Federal Reserve Board of Governors
Washington D.C., United States
2 h-index
3 publications
60 citations
Loyola University Chicago
Chicago, United States
2 h-index
2 publications
140 citations
European Central Bank
Frankfurt am Main, Germany
2 h-index
3 publications
753 citations
Bank of Canada
Ottawa, Canada
2 h-index
2 publications
726 citations
German Institute for Economic Research
Berlin, Germany
2 h-index
2 publications
726 citations
GTx (United States)
Memphis, United States
1 h-index
4 publications
76 citations
Athens University of Economics and Business
Athens, Greece
1 h-index
2 publications
72 citations
1–8 of 95
Venues
- SSRN Electronic Journal
Repository · 6 publications · 222 citations
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- Resources Policy
4 publications · 160 citations
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- Research in International Business and Finance
3 publications · 56 citations
3
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- The North American Journal of Economics and Finance
3 publications · 82 citations
3
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- Economic Modelling
3 publications · 413 citations
3
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1–5