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Financial contagion and volatility spillover financial stock market: a statistical review of the literature

Shubham Kakran et al.

International Journal of Financial Services Management2023https://doi.org/10.1504/ijfsm.2023.135766review
ABDC C
Weight
0.50

What the paper says

This article aims to present the latest status of literature based on the Financial Contagion and Volatility Spillover in the context of the financial stock market by reviewing the past literature. Another aim is to identify previous studies into different categories to provide an exhaustive bibliography concerning Financial Contagion and Volatility Spillover topics. For reviewing these topics, various sources were probed (Scopus, WoS, ABDC list). Of them, 185 core research papers were considered to lay the future path for researchers. Research papers from 1969 to 2022 (March) have been collected for present fair and understandable analysis with the great attention of investors. This study enlightens the path for new researchers through research gap. This research paper can aid academicians, future researchers, and relevant stakeholders at the domestic and international levels.

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https://doi.org/https://doi.org/10.1504/ijfsm.2023.135766

Or copy a formatted citation

@article{shubham2023,
  title        = {{Financial contagion and volatility spillover financial stock market: a statistical review of the literature}},
  author       = {Shubham Kakran et al.},
  journal      = {International Journal of Financial Services Management},
  year         = {2023},
  doi          = {https://doi.org/https://doi.org/10.1504/ijfsm.2023.135766},
}

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Financial contagion and volatility spillover financial stock market: a statistical review of the literature

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.39 × 0.4 = 0.15
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.