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06.03.2021

Research Seminar 10/03/21: Covid-19 Pandemic Crisis and contagion in financial markets (by Aristeidis Samitas)

Ακαδημαϊκά Ερευνητικά Σεμινάρια στις Οικονομικές Επιστήμες, 2020-2021

Τμήμα Οικονομικών Επιστημών

Εθνικό και Καποδιστριακό Πανεπιστήμιο Αθηνών

 

Research Seminar Series in Economic Sciences, 2020-2021

Department of Economics

National and Kapodistrian University of Athens

 

Dear All,

We would like to inform you for the following research seminar: 

Wednesday, March 10, 2021, 19:00-20:30

Aristeidis Samitas, Professor of Finance, College of Business, Zayed University & Department of Business Administration, Business School, University of the Aegean 

URL: https://www.zu.ac.ae/main/en/colleges/colleges/__college_of_business/faculty_and_staff/_profiles/Aristeidis_Samitas.aspx

Title: Covid-19 Pandemic Crisis and contagion in financial markets (by Aristeidis Samitas)

 Webex link: 

https://uoa.webex.com/uoa/j.php?MTID=mdab34217368d528f606fdd7853ff52fe

Password (in case needed): ejXpbg9Rn69

Abstract

This paper examines the impact of the Covid-19 pandemic on 51 major stock markets, both emerging and developed. We isolated the countries susceptible to shock transmissions, and also evaluated countries with immunity, during the lockdown. More specifically, we put together dependence dynamics and network analysis on a bivariate basis, to identify volatility and contagion risk among stock markets during the Covid-19 period. The empirical findings add to the existing body of literature, given that previous work has not placed emphasis on network topologic metrics when it comes to financial networks, specifically during the Covid-19 period. The findings demonstrate that the methodology determined the instant financial contagion created as a result of the lockdown and the spread of the novel coronavirus. The model outlines important data for investors and policymakers on using financial networks as a means to improve portfolio selection, by placing an emphasis on assets according to centrality.

JEL classification: G01, G15, D85

Keywords: Covid-19, financial contagion, spillover effect, linkages, Social Network Analysis

Organizers:

Assoc. Professor Dimitris Kenourgios

Assist. Professor George Dotsis

Assist. Professor Frago Kourandi

 

Department of Economics, NKUA.

Thank you