A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets
East Asian Economic Review, 2014 The purpose of this paper is to examine the equity market crisis contagion in major Asian economic markets. A comparative assessment of Asian markets during the Asian Financial Crisis and Global Financial crisis may clearly identify the changing nature ...
Raisul Islam
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Identifying influential financial stocks using simulation with a two-layer network
Heliyon, 2023 Risk spillover from one stock to another tends to create a contagion effect in the stock market. Fire sales due to the overlapping portfolios of mutual funds can amplify the contagion risks, leading to a downward spiral of stock prices. In this paper, we
Shiqiang Lin, Hairui Zhang
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Financial Contagion, Interest Rates and the Role of the Exchange Rate as Shock Absorber in Central and Eastern Europe [PDF]
, 2002 Maurizio Michael Habib
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United States interest rates, Latin American debt and financial contagion [PDF]
, 2002 Inés Bustillo, Helvia Velloso
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Subprime Crisis and Financial Contagion: Evidence from Tunisia
International Journal of Economics and Financial Issues, 2012 The purpose of this paper is to study the subprime crisis while focusing on the phenomenon of financial contagion. Subprime crisis is a crisis that has hit the U.S. mortgage sector and helped to trigger the financial crisis of 2007-2009.
Mongi GHARSELLAOUI
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Equilibrium Analysis, Banking, Contagion and Financial Fragility [PDF]
, 2003 Dimitrios P. Tsomocos
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Testing for Contagion in International Financial Markets: Which Way to Go? [PDF]
, 2003 Sébastien Wälti
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, 2013 This thesis analyses the transmission channel of the recent 2008 Global Financial Crisis by testing whether contagion occurred, the absent of contagion implies that crisis spills over via interdependence. This thesis consists of seven closely related chapters, all of them are devoted to analyze the existence of contagion in stock markets.
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Testing for Financial Contagion Between Developed and Emerging Markets During the 1997 East Asian Crisis [PDF]
, 2003 Philip Arestis +3 more
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Financial contagion of German industrial enterprises during the 2021–2023 global energy crisis
УправлениеThe 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
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