A growing literature in finance examines the impact of cybercrime on equity markets and publicly traded corporations, with an emerging strand of this literature investigating the contagion channel from cybersecurity breaches against the publicly traded companies, to broader market volatility....

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish sovereign debt crisis. A dynamic conditional correlation (DCC) multivariate GARCH model is used to estimate to what extent the collapse of Irish equity markets and subsequent...