Floros, Christos; Vortelinos, Dimitrios I.; … - In: Economies : open access journal 12 (2024) 7, pp. 1-32
We examine the international impact of recent financial crises on contagion dynamics within international equity … contagion via a structural regime-switching model and a contagion test. We also examine sources of contagion using regime … of financial contagion for all the crises that we investigate. Both methods produce similar results. Stronger contagion …