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Abstract The overlapping claims of susceptible shocks affecting multiple financial markets have been well documented in finance literature. These shocks are channelled through several propagation mechanisms due to global integration. The purpose of this study was to investigate financial contagion and the relative duration effect. A variance decomposition blueprint was applied to achieved the objective of this study for a sample of five financial markets. The sampling timeframe was from January 1, 2017 to 31 December 2018 characterised by pre Covid-19 pandemic era and January 1, 2020 to 31 December 2021 for the Covid-19 pandemic. The results indicate weak endogenous relationship between financial markets before the pandemic. However, significant contagion was observed during the Covid-19 pandemic which last for several periods in some markets. In line with this findings, there may be no portfolio diversification benefits during periods of financial distress. In essence, central banks should implement mechanism absorb economic shocks and facilitate easy access to liquidity during periods of financial distress. Downloads Download data is not yet available. Downloads FULL TEXT Published 2023-07-07 How to Cite Enow, S. T. (2023). Financial Contagion and Duration: Evidence from International Financial Markets. International Journal of Economics and Financial Issues, 13(4), 1–7. https://doi.org/10.32479/ijefi.14343 More Citation Formats ACM ACS APA ABNT Chicago Harvard IEEE MLA Turabian Vancouver Download Citation Endnote/Zotero/Mendeley (RIS) BibTeX Issue Vol. 13 No. 4 (2023) Section Articles Most read articles by the same author(s) Samuel Tabot Enow, Stock Market Liquidity during Periods of Distress and its Implications: Evidence from International Financial Markets , International Journal of Economics and Financial Issues: Vol. 13 No. 1 (2023) Samuel Tabot Enow, Investigating Joint Market Hypothesis during Periods of Financial Distress and its Implications , International Journal of Economics and Financial Issues: Vol. 13 No. 2 (2023) Samuel Tabot Enow, Capital Structure on Dividend Policy: Is There Any Relationship? , International Journal of Economics and Financial Issues: Vol. 13 No. 3 (2023) Samuel Tabot Enow, Detecting the Herding Behaviour in the South African Stock Market and its Implications , International Journal of Economics and Financial Issues: Vol. 13 No. 2 (2023) Make a Submission Make a Submission Dergi Kapağı

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