Research Seminar 10/03/21: Covid-19 Pandemic Crisis and contagion in financial markets (by Aristeidis Samitas)
Την Τετάρτη, 10 Μαρτίου 2021 και ώρα 19:00 - 20:30, στο πλαίσιο του κύκλου των Ακαδημαϊκών Ερευνητικών Σεμιναρίων στις Οικονομικές Επιστήμες που διοργανώνει το Τμήμα Οικονομικών Επιστημών του ΕΚΠΑ για το ακαδημαϊκό έτος 2020-2021, θα πραγματοποιηθεί σεμινάριο με θέμα: Covid-19 Pandemic Crisis and contagion in financial markets (by Aristeidis Samitas).
Περισσότερες λεπτομέρειες για το σεμινάριο και τον εισηγητή του, κ. Σαμίτα Αριστείδη παρατίθενται παρακάτω:
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
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