Results 91 to 100 of about 1,839,651 (256)
A lifeline for the weakest link? Financial contagion and network design [PDF]
In "A Lifeline for the Weakest Link? Financial Contagion and Network Design," Yaron Leitner describes how contagion can occur, explains why the threat of contagion is not necessarily a bad thing, and shows why some firms may choose to bail out other ...
Yaron Leitner
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Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms [PDF]
This paper investigates stock market contagion between U.S. and Asian markets. To distinguish between contagion and fundamentals-based stock price comovement, we use NYSE-traded stocks issued by Asian firms.
Inagaki, Kazuyuki, Iwatsubo, Kentaro
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Short-Term Liquidity Contagion in the Interbank Market
Cuadernos de Economía, 2019 We implement a modified version of DebtRank to recursively measure the contagion effects caused by the default of a selected financial institution. In our case contagion is a liquidity issue, measured as the decrease in financial institutions’ short-term
Carlos León +2 more
doaj +1 more source
International Review of Financial Analysis, 2022 Stefano Grillini +2 more
semanticscholar +1 more source
On the stability of domestic financial market linkages in the presence of time-varying volatility [PDF]
We analyze the stability of domestic financial linkages between periods of calm and turbulent market conditions. Our model develops a simultaneous test of shift contagion and bi-directional pure contagion, which is applied to the equity and currency ...
Deren Unalmis +2 more
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Can Bank be a Cause of Contagion during the Global Financial Crisis?
International Journal of Economics and Financial Issues, 2014 This paper examines whether the bank can be a cause of contagion during the global financial crisis. This paper utilizes a Dynamic Conditional Correlation Model to examine the financial contagion phenomenon following the recent financial crisis.
Nadhem Selmi, Nejib Hachicha
doaj +4 more sources
Financial contagion effects of major crises in African stock markets
International Review of Financial Analysis, 2022 Jaliyyah Bello, Jiaqi Guo, M. K. Newaz
semanticscholar +1 more source
Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective [PDF]
With the rise of interconnected global financial systems, there is an increased risk that a financial crisis in one country may spread to others. The contagion effects of the 2008 global financial crisis hit advanced economies fast and hard while sparing
Fedorova, Elena
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Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. [PDF]
J Econ Asymmetries, 2021 Zorgati I, Garfatta R.
europepmc +1 more source
International capital flows and transmission of financial crises [PDF]
This paper proposes a model encompassing alternative views of contagion by highlighting the different channels of transmission of financial crises in an unifying framework.
Aditya Goenka, Melisso Boschi
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