Browsing Research Publications by Author "Muzindutsi, Paul-Francois"
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Contagion risk in equity markets during financial crises and Covid-19: A comparison of developed and emerging markets
Muzindutsi, Paul-Francois; Sheodin, Akita; Dube, Fikile (Alexandru Ioan Cuza University Press, 2022)This study compared the impact of the Global Financial Crisis (GFC) and the COVID-19 pandemic on financial market contagion between developed and emerging markets. A DCC-GARCH model was employed to test the contagion effects ...