The impact of investor overconfidence on crisis contagion

Manel Mahjoubi and Jamel Eddine Henchiri

Macroeconomics and Finance in Emerging Market Economies, 2025, vol. 18, issue 3, 511-540

Abstract: This paper examines the asymmetric effect of overconfidence on the contagion of crises in developed and emerging markets, using the NARDL model, for the period from January 2006 to June 2020. We find that in the short term, the reduction in overconfidence has a greater effect than an increase on crisis contagion.

Date: 2025
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DOI: 10.1080/17520843.2024.2363585

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