Results 21 to 30 of about 4,606 (227)
A Network-Based Empirical Analysis of Default Contagion Along the Competition Channel
SSRN Electronic Journal, 2016 We study the impact of default by one firm on its competitors in a well defined network of firm-level competition ties. This work complements existing empirical evidence on bankruptcy spillovers on linked firms demonstrating the role of such interconnections in identifying intra-industry risk dependencies and in explaining the behaviour of equity and ...
Virginia Gianinazzi
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Contagion in the European Union: An Analysis of the Channels of Transmission
Inquiry@Queen's Undergraduate Research Conference Proceedings, 2018 This study analyzes contagion from the global financial crisis that began in August 2007 to the European Union (EU) crisis and uses a statistical approach to determine which channels were, and still are, important for contagion transmission in the European crisis.
Richard Macklem
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Channels of Contagion Effect on Stock Market Development in Asean – 5 Countries
Cross Current International Journal of Economics, Management and Media Studies, 2019 This paper explains the theoretical channels of contagion effects on stock market development. Four channels are concerned in this paper. Portfolio adjustment by investors and monetary policies review made by the government and central bank to adapt the contagion effects, trade and financial linkages among the firms across countries and speculative ...
Mohd Yushairi Mat Yusoff +1 more
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FINANCIAL CONTAGION AND ITS TRANSMISSION CHANNELS BETWEEN PIIGS ECONOMIES [PDF]
Theoretical and Applied Economics, 2013 This paper identifies the most important similarities between the four PIGS countries: Portugal, Italy, Greece and Spain, in terms of principle macroeconomic indicators in the current crisis. This article also treats the principle transmission channels of sovereign risk and implicitly the financial crises. These transmission channels are the following:
Zăpodeanu Daniela +2 more
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The Uncertainty Channel of Contagion [PDF]
IMF Working Papers, 2009 The 2007 subprime crisis in the U.S. triggered a succession of financial crises around the globe, reigniting interest in the contagion phenomenon. Not all crises, however, are contagious. This paper models a new channel of contagion where the degree of anticipation of crises, through its impact on investor uncertainty, determines the occurrence of ...
Kannan, Prakash, Kohler-Geib, Fritzi
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A communication channel modeled on contagion [PDF]
IEEE Transactions on Information Theory, 1994 We introduce a binary additive communication channel with memory. The noise process of the channel is generated according to the contagion model of G. Polya (1923); our motivation is the empirical observation of Stapper et al. (1980) that defects in semiconductor memories are well described by distributions derived from Polya's urn scheme.
Fady Alajaji, Thomas E. Fuja
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Exploring Financial Contagion Channels Through Event Analysis
SSRN Electronic JournalÁron Dénes Hartvig, Milan Badics
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Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
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The Geography of Success: A Spatial Analysis of Export Intensity in the Italian Wine Industry
Agribusiness, EarlyView.ABSTRACT This paper investigates the paradox of how Italy's fragmented, SME‐dominated wine industry achieves global export success. Moving beyond purely firm‐centric explanations, we test whether export intensity is spatially dependent, clustering geographically in regional ecosystems.
Nicolas Depetris Chauvin, Jonas Di Vita
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American Journal of Agricultural Economics, EarlyView.Abstract Our general interest is in global trade loss from livestock pathogens, specifically exports. We adopt a causal inference approach that considers animal disease outbreaks over time as non‐staggered binary treatments with the potential for switching in (infection) and out of treatment (recovery) within the sample period. The outcome evolution of
Mohammad Maksudur Rahman +1 more
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