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Cited article:

Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms

Ionuț Nica, Ștefan Ionescu, Camelia Delcea and Nora Chiriță
Risks 12 (2) 36 (2024)
https://doi.org/10.3390/risks12020036

Financial contagion and volatility spillover financial stock market: The statistical review of literature

SHUBHAM KAKRAN, Arpit Sidhu and sheenam lohan
SSRN Electronic Journal (2023)
https://doi.org/10.2139/ssrn.4621008