Results 1 to 10 of about 114,678 (300)
Detecting shift and pure contagion in East Asian equity markets: A Unified Approach. [PDF]
We test for contagion between pairs of East Asian equity markets over the period 1990-2007.We develop an econometric methodology that allows us to test for both 'shift'and 'pure' contagion within a unified framework.
Ekaterini Panopoulou, Thomas J. flavin
core
Network analysis of exchange data: Interdependence drives crisis contagion [PDF]
In this paper we detect the linear and nonlinear co-movements presented on the real exchange rate in a group of 28 developed and developing countries that have suffered currency and financial crises during 15 years.
Matesanz, David, Ortega, Guillermo J.
core +1 more source
A Primer on Financial Contagion [PDF]
This paper presents a unified framework to highlight possible channels for the international transmission of financial shocks. We first review the different definitions and measures of contagion used in the literature.
Marcello Pericoli, Massimo Sbracia
core
Global crises and equity market contagion [PDF]
Using the 2007-2009 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries.
Bekaert, Geert +3 more
core
Regional Financial Interlinkages and Financial Contagion within Europe [PDF]
The ongoing global financial turmoil has increased the importance of understanding the potential spillover effects brought about by financial interlinkages.
Karl Driessen +2 more
core
On currency crises and contagion [PDF]
This paper analyzes the role of contagion in the currency crises in emerging markets during the 1990s. It employs a non-linear Markov-switching model to conduct a systematic comparison and evaluation of three distinct causes of currency crises: contagion,
Fratzscher, Marcel
core
Financial contagion of the 2008 crisis: is there any evidence of financial contagion from the US to the Baltic states [PDF]
The paper aims to investigate the research question whether the US 2008 crisis spilled over contagiously to the Baltic States as small open economies. In order to examine the evidence of financial contagion as a systematic component of financial risks in
Andres KUUSK, Andres KUUSK, Tiiu Paas
core
Efficient immunization strategies to prevent financial contagion. [PDF]
Sci Rep, 2014 Kobayashi T, Hasui K.
europepmc +1 more source
Lecturas de Economía, 2011 A recently developed methodology, based on asymptotic dependence coefficients, is proposed to detect financial market contagion. The approach, while remaining within the theoretical limits of the problem, is robust when compared against common ...
Jorge Mario Uribe Gil
doaj