Results 1 to 10 of about 2,557,645 (288)

Multi-feature evaluation of financial contagion. [PDF]

Cent Eur J Oper Res, 2022
Duda J, Gurgul H, Syrek R.
europepmc   +1 more source

Financial contagion intensity during the COVID-19 outbreak: A copula approach. [PDF]

Int Rev Financ Anal, 2022
Benkraiem R, Garfatta R, Lakhal F, Zorgati I.   +3 more
europepmc   +1 more source

Assessing contagion in oil markets across eight crisis episodes

Energy Strategy Reviews
This study investigates contagion across oil markets in 22 countries during eight crisis episodes from 2007 to 2023 using linear, asymmetric, and extremal dependence tests alongside network analysis.
Baiyu Liu, Cody Yu-Ling Hsiao, Hsing Hung Chen, Pengyang Li   +3 more
doaj   +1 more source

The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis. [PDF]

PLoS One, 2022
Gunay S, Can G.
europepmc   +1 more source

Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. [PDF]

J Econ Asymmetries, 2021
Zorgati I, Garfatta R.
europepmc   +1 more source

Identifying Financial Risk Contagion with Large Language Models and Temporal Graph Learning

Intelligent Computing
Fostering economic growth, particularly the development of small and medium-sized enterprises, is central to United Nations Sustainable Development Goal 8.
Moyang Liu, Letian Zhao, Junqi Chen, Xiang Li, Shuo Zhang, Zhibin Niu   +5 more
doaj   +1 more source

Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets

East Asian Economic Review, 2015
We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian ...
Daehyoung Cho , Kyongwook Choi
doaj   +1 more source

Financial contagion of German industrial enterprises during the 2021–2023 global energy crisis

Управление
The relevance of the study is justified by the importance of capturing and assessing the financial contagion transmission in crisis for the purposes of identifying risks in the financial market, as well as for the industrial sector management at the ...
A. M. Terekhov, A. O. Ovcharov
doaj   +1 more source

Higher-order contagion effects in Russian fuel export markets: Evidence from COVID-19 pandemic and Russia-Ukraine war

Energy Strategy Reviews
This study investigates the transmission of financial contagion from energy markets, specifically focusing on Brent oil and natural gas, to the stock indices of 13 countries highly dependent on Russian fuel exports.
Jeff Yunze Xue, Cody Yu-Ling Hsiao, Pengyang Li, Chin Man Chui   +3 more
doaj   +1 more source