Title: Financial contagion and volatility spillover financial stock market: a statistical review of the literature

Authors: Shubham Kakran; Arpit Sidhu; Sheenam Lohan

Addresses: Mittal School of Business, Lovely Professional University, Punjab, India ' Mittal School of Business, Lovely Professional University, Punjab, India ' Mittal School of Business, Lovely Professional University, Punjab, India

Abstract: This article aims to present the latest status of literature based on the Financial Contagion and Volatility Spillover in the context of the financial stock market by reviewing the past literature. Another aim is to identify previous studies into different categories to provide an exhaustive bibliography concerning Financial Contagion and Volatility Spillover topics. For reviewing these topics, various sources were probed (Scopus, WoS, ABDC list). Of them, 185 core research papers were considered to lay the future path for researchers. Research papers from 1969 to 2022 (March) have been collected for present fair and understandable analysis with the great attention of investors. This study enlightens the path for new researchers through research gap. This research paper can aid academicians, future researchers, and relevant stakeholders at the domestic and international levels.

Keywords: financial stock market; financial contagion; literature review; volatility spillover.

DOI: 10.1504/IJFSM.2023.135766

International Journal of Financial Services Management, 2023 Vol.11 No.4, pp.282 - 299

Received: 31 May 2022
Accepted: 23 Jan 2023
Published online: 04 Jan 2024 *

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