Results 201 to 210 of about 4,606 (227)

Contagion channels of the financial crisis towards Maghreb countries

International Journal of Business and Globalisation, 2019
Riad Abadli
exaly   +2 more sources

Informational Channels of Financial Contagion

Econometrica, 2020
Two main classes of channels are studied as informational sources of financial contagion. One is a fundamental channel that is based on real and financial links between economies, and the second is a social learning channel that arises when agents base their decisions on noisy observations about the actions of others in foreign markets.
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Channels of financial market contagion

Applied Economics, 2004
This study aims to fill a gap in the current literature by determining which channels of financial contagion are the most significant in transmitting crises between countries. Initial results, using χ2 contingency tables, indicate that there is a significant relationship between contagion and the inflation rate and between contagion and financial ...
Daryl Collins *, Shãna Gavron
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MULTI-CHANNEL CONTAGION IN DYNAMIC INTERBANK MARKET NETWORK

Advances in Complex Systems, 2016
In this paper, a dynamic interbank market network model based on bank agent behaviors is developed to analyze financial contagion with counter-party and liquidity channels. Afterwards, we analyze the impact of dynamics on the stability of interbank market and find that dynamics of interbank market could enhance the resilience of the network, which ...
Tao Xu 0043, Jianmin He, Shouwei Li
openaire   +1 more source

Currency crisis contagion and the identification of transmission channels

International Review of Economics & Finance, 2008
Using quarterly data (1960–1998) for a set of 37 advanced and emerging market economies we find that countries face currency crises because of unsustainable macroeconomics fundamentals and contagion. In most cases considered, contagion works via the trade channel.
Fasika Haile, Susan Pozo
openaire   +1 more source

Interbank Credit Lines as a Channel of Contagion

Journal of Financial Services Research, 2006
This paper assesses the potential for contagion in the Swiss interbank market using new data on bilateral bank exposures as well as on credit lines. A simulation approach is applied to assess the banking system's inherent instability. Moreover, the spill-over effects of a simulated default situation in the interbank market on the liquidity and solvency
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The Channels for Financial Contagion

2001
The seriousness of the recent Asian financial crises, and difficulties in finding macroeconomic explanations for its spread, have led to fears of irrational contagion, and to calls for additional regulation of financial markets. The message of this chapter is that it is premature to address contagion through new regulations until we have a better ...
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The Background: Channels of Contagion in the US Financial Crisis

2016
In this introductory chapter, we provide the background material that will help a reader to understand the findings presented in the rest of the book. First, we provide a review of the key facts that characterized the onset and the unfolding of the 2007–09 US financial crisis.
Viola Fabbrini, Massimo Guidolin, Manuela Pedio   +2 more
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Multiple channels of financial contagion: an empirical analysis of stock price dynamics

Finance, 2019
Dans cet article, nous étudions la manière dont les différents chemins de propagation au sein des réseaux, ainsi que leur centralité, influencent le cours des actions en fonction de l’état de l’économie. Considérant que les décisions et la performance des entreprises sont influencées par de multiples réseaux, nous étudions la dynamique du prix des ...
Stefano Nasini, Deniz Erdemlioglu
openaire   +1 more source

The Uncertainty Channel of Contagion [PDF]

, 2007
This paper analyzes the impact of uncertainty on the spread of stock market crises, both theoretically and empirically. The effect of uncertainty about the fundamentals on investment decisions is an important cause of financial crises propagating across countries.
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