To cite the contagionchannels package in publications use:

Bhandari A, Parida I, Sahu H (2026). contagionchannels: Two-Stage Detection and Attribution of Cross-Border Financial Contagion Channels. R package version 0.1.3, https://github.com/avishekb9/contagionchannels.

Bhandari A, Parida I, Sahu H (2026). “What Drives Contagion? Identifying and Attributing Cross-Border Transmission Mechanisms.” doi:10.48550/arXiv.2604.26546. 2604.26546, https://arxiv.org/abs/2604.26546.

Corresponding BibTeX entries:

  @Manual{,
    title = {contagionchannels: Two-Stage Detection and Attribution of
      Cross-Border Financial Contagion Channels},
    author = {Avishek Bhandari and Ipsita Parida and Hitesh Kumar
      Sahu},
    year = {2026},
    note = {R package version 0.1.3},
    url = {https://github.com/avishekb9/contagionchannels},
  }

  @Misc{,
    title = {What Drives Contagion? Identifying and Attributing
      Cross-Border Transmission Mechanisms},
    author = {Avishek Bhandari and Ipsita Parida and Hitesh Kumar
      Sahu},
    year = {2026},
    eprint = {2604.26546},
    archiveprefix = {arXiv},
    primaryclass = {q-fin.ST},
    doi = {10.48550/arXiv.2604.26546},
    url = {https://arxiv.org/abs/2604.26546},
  }