Results 221 to 227 of about 4,606 (227)

A Primer on Financial Contagion

Journal of Economic Surveys, 2003
Marcello Pericoli, Massimo Sbracia
exaly  

On the Equivalence Between Maximum Likelihood and Minimum Distance Decoding for Binary Contagion and Queue-Based Channels with Memory

IEEE Transactions on Communications, 2014
Fady Alajaji
exaly  

Contagion across US and European financial markets: Evidence from the CDS markets

Journal of International Money and Finance, 2019
Nicholas Apergis, Christina Christou
exaly  

The contagion channels of July–August-2011 stock market crash: A DAG-copula based approach

European Journal of Operational Research, 2016
exaly  

When are maximum likelihood and minimum distance decoding equivalent for binary contagion channels?

2013
Fady Alajaji
exaly  

BREXIT: equity market contagion and transmission channels

Applied Economics
Ahmed Ayadi
exaly  

Contagion in the interbank market: Funding versus regulatory constraints

Journal of Financial Stability, 2015
exaly