research not only analyzes the contagion efects of COVID-19 but also considers aftermath events beyond the frst pandemic wave … a few high-contagion periods related to Bitcoin. The paper also found that Bitcoin is more likely to produce extreme … returns and is more connected to other markets. Contagion efects "from" and"to" other markets are asymmetrical in terms of …

correlation analysis and the VAR(1)-BEKK-GARCH(1,1) model, the global financial crisis and the Euro-zone crisis 2009-2012 have …

The recent financial crisis proved that financial contagion could spread among countries resulting in disruptive … data from the BIS and IMF, the possible outcome of domestic crises and how contagion spreads over countries. Results allow … affect each other country by contagion, signaling the importance of financial interdependence between some neighboring …

estimator. The OLS regression with the HAC covariance matrix estimation and the GARCH-type models are employed toexplore the …