Results 1 to 10 of about 16,263 (261)
Financial crises and financial contagion in Japan
Японские исследования, 2023 The article analyzes the features of the financial crises in Japan in the context of using theoretical and practical approaches to financial contagion.
A. O. Ovcharov
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Financial contagion during COVID–19 crisis [PDF]
Finance Research Letters, 2021 , Sabri Boubaker, Ahmet Şensoy
exaly +2 more sources
Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory [PDF]
Economic Modelling, 2021 Haiying Wang, Ying Yuan, Xunhong Wang
exaly +2 more sources
CONTAGION EFFECTS OF US FINANCIAL CRISIS ON INDONESIA
Economic Journal of Emerging Markets, 2011 This research analyzes the contagion effects of the US financial markets on Indonesian fi-nancial markets during the 2008 global financial crisis.
Anika Sedyaning Wikanti
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Mathematics, 2023 Modeling the effects and paths of systemic financial risk contagion is significant for financial stability. This paper focuses on China’s systemic financial risk from the perspective of dynamic networks.
Beibei Zhang, Xuemei Xie, Chunmei Li
doaj +1 more source
Vanishing financial contagion? [PDF]
Journal of Policy Modeling, 2008 While a number of emerging market crises were characterized by widespread contagion during the 1990s, more recent crises (notably, in Argentina) have been mostly contained within national borders. This has led some observers to wonder whether contagion might have become a feature of the past, with markets now better discriminating between countries ...
Didier, Tatiana +2 more
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Contagion in Financial Networks [PDF]
SSRN Electronic Journal, 2007 This paper develops an analytical model of contagion in financial networks with arbitrary structure. We explore how the probability and potential impact of contagion is influenced by aggregate and idiosyncratic shocks, changes in network structure and asset market liquidity.
Gai, Prasanna, Kapadia, Sujit
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Contagion in Financial Networks [PDF]
Journal of Economic Literature, 2015 The recent financial crisis has prompted much new research on the interconnectedness of the modern financial system and the extent to which it contributes to systemic fragility. Network connections diversify firms' risk exposures, but they also create channels through which shocks can spread by contagion.
Glasserman, P, Young, P
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RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS [PDF]
Mathematical Finance, 2010 We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary
Amini, H, Cont, R, Minca, A
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Mandatory Disclosure and Financial Contagion [PDF]
Journal of Economic Theory, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fernando Alvarez, Gadi Barlevy
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