Financial contagion intensity during the COVID-19 outbreak: A copula approach

Ramzi Benkraiem; Riadh Garfatta; Faten Lakhal; Imen Zorgati

doi:10.1016/j.irfa.2022.102136

Journal Articles International Review of Financial Analysis Year : 2022

Financial contagion intensity during the COVID-19 outbreak: A copula approach

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Ramzi Benkraiem

Function : Author
PersonId : 806829
ORCID : 0000-0002-3931-0546

Audencia Business School

Riadh Garfatta

Function : Author
PersonId : 764337
IdRef : 151293775

Faten Lakhal

Function : Author

Institut de Recherche en Gestion

Imen Zorgati

Function : Author

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Humanities and Social Sciences Business administration Humanities and Social Sciences Economics and Finance Quantitative Finance [q-fin] General Finance [q-fin.GN]

Ramzi Benkraiem : Connect in order to contact the contributor

https://hal-audencia.archives-ouvertes.fr/hal-03638322

Submitted on : Tuesday, April 12, 2022-10:45:04 AM

Last modification on : Monday, January 23, 2023-1:55:46 PM

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hal-03638322 , version 1 (12-04-2022)

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HAL Id : hal-03638322 , version 1
DOI : 10.1016/j.irfa.2022.102136

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Ramzi Benkraiem, Riadh Garfatta, Faten Lakhal, Imen Zorgati. Financial contagion intensity during the COVID-19 outbreak: A copula approach. International Review of Financial Analysis, 2022, 81, pp.102136. ⟨10.1016/j.irfa.2022.102136⟩. ⟨hal-03638322⟩

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Financial contagion intensity during the COVID-19 outbreak: A copula approach

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