This paper investigates, for the first time, the presence of financial contagion among several important Chinese coronavirus concept-based stock indices during the recent COVID-19 global pandemic. We utilise a regime-switching skew-normal (RSSN) methodology to test for contagion through the...

This paper investigates the price discovery relationships between FTT Token, issued by the cryptocurrency exchange FTX, and a set of assets and liabilities held by FTX amid a period of catastrophic financial decline through the application of novel information flow measurement techniques....

Industrial incidents causing injury and fatality generate substantial costs to publicly traded firms. Risks associated with these potential incidents are not limited to only those companies that might be directly involved. Theoretically, stock markets are designed to self-regulate safety...

At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted as the epicentre of both physical and financial contagion. Our results indicate that a number of characteristics expected during a "flight to safety" were present during the period analysed. The volatility...