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THE METHODOLOGY FOR MEASURING FINANCIAL CONTAGION: THE CASE STUDY OF BANK DEFAULT RISK SIMULATION
Финансы: теория и практика, 2017 The paper focuses on the methods used for measuring financial contagion through simulation of the bank default risk viewed as a trigger event. Systemic risk and financial contagion as well as the mechanism which enables system risk implementation are ...
V. E. Rasskazov
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Journal of Political Economy, 2000 contagion; bank runs; banking; financial ...
Allen, Franklin, Gale, Douglas
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Financial Institutions, Financial Contagion, and Financial Crises [PDF]
IMF Working Papers, 2000 Financial crises are endogenized through corporate and interbank market institutions. Financial crises can emanate from financial institutions which determine the nature of equilibrium in the interbank market.
Chenggang Xu, Haizhou Huang
core +8 more sources
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.
Paul Glasserman, Peyton Young
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Financial contagion during COVID-19 crisis. [PDF]
Financ Res Lett, 2021 Akhtaruzzaman M, Boubaker S, Sensoy A.
europepmc +3 more sources
Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. [PDF]
Int Rev Financ Anal, 2022 Yuan Y, Wang H, Jin X.
europepmc +3 more sources
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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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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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
openaire +3 more sources
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
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