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

Ramzi Benkraiem, Riadh Garfatta, Faten Lakhal and Imen Zorgati
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Ramzi Benkraiem: Audencia Business School
Faten Lakhal: IRG - Institut de Recherche en Gestion - UPEC UP12 - Université Paris-Est Créteil Val-de-Marne - Paris 12 - Université Gustave Eiffel

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Date: 2022-05
Note: View the original document on HAL open archive server: https://audencia.hal.science/hal-03638322v1
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Published in International Review of Financial Analysis, 2022, 81, pp.102136. ⟨10.1016/j.irfa.2022.102136⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03638322

DOI: 10.1016/j.irfa.2022.102136

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