What Drives Financial Contagion? Identifying the Dominance and Shift of Transmission Channels Across Global Equity Markets
Published: 25 August 2026| Version 1 | DOI: 10.17632/7xxcsr6kc6.1
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Replication data and R code for "What Drives Financial Contagion? Identifying the Dominance and Shift of Transmission Channels Across Global Equity Markets". Includes daily returns for 18 G20 markets, thirteen channel proxy series, NFCI data, and the full analysis pipeline. See README for details.
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Economics, Financial Econometrics, Applied Economics