Risk contagion of COVID-19 in Japanese firms: A network approach
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DOI: 10.1016/j.ribaf.2021.101491
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Citations
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Cited by:
- Demir, Ender & Danisman, Gamze Ozturk, 2021. "Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses," Research in International Business and Finance, Elsevier, vol. 58(C).
- Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021.
"COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan,"
International Review of Financial Analysis, Elsevier, vol. 78(C).
- Ahmad, Wasim & Kutan, Ali M. & Chahal, Rishman Jot Kaur & Kattumuri, Ruth, 2021. "COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan," LSE Research Online Documents on Economics 112454, London School of Economics and Political Science, LSE Library.
- Mbatha, Vusisizwe Moses & Alovokpinhou, Sedjro Aaron, 2022. "The structure of the South African stock market network during COVID-19 hard lockdown," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 590(C).
- Kanno, Masayasu, 2024. "Assessing the impact of the COVID-19 crisis on sovereign default risk," Research in International Business and Finance, Elsevier, vol. 68(C).
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More about this item
Keywords
COVID-19; Risk contagion; Susceptible-infected-recovered-dead (SIRD) model; Correlation-based network; Stock market; Net cash;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- D85 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Network Formation
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
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