Finance

Pathology

Business

Financial crisis

Financial contagion

Disease

Coronavirus disease 2019 (COVID-19)

Risk management

Infectious disease (medical specialty)

Pandemic

Financial economics

Macroeconomics

Systemic risk

Financial market

Economics

Financial risk management

Financial system

Medicine

Financial risk

International Review of Financial Analysis

In this paper, we combine the time-varying financial network model and FARM-selection approach to analyze the tail risk contagion between internationa…

Tail risk contagion between international financial markets during COVID-19 pandemic