The COVID-19 pandemic has exerted severe impacts on the socioeconomic fabric of worldwide countries, spreading financial and economic instability, affecting sentiment of market participants and institutions, and causing an unprecedented epidemic-related economic crisis. Interconnectedness is a...

Financial contagion among countries can arise from different channels, the most important of which are financial markets and bank lending. The paper aims to build an econometric network approach to understand the extent to which contagion spillovers (from one country to another) arise from...

The study of connectedness is key to assess spillover effects and identify lead-lag relationships among market exchanges trading the same asset. By means of an extension of Diebold and Yilmaz (2012) econometric connectedness measures, we examined the relationships of five major Bitcoin exchange...