Results 101 to 110 of about 118,727 (235)
Crisis and contagion in East Asia : nine lessons [PDF]
The authors investigate the origins of the East Asian crisis and its contagion, examine the channels of contagion, and discuss policy recommendationsThey make detailed recommendations in the context of nine general lessons learned from the East Asian ...
Kawai, Masahiro+2 more
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Financial Institutions, Financial Contagion, and Financial Crises [PDF]
This paper endogenizes financial contagion and financial crises from financial institutions. We show that financial crises can emanate from financial institutions which generate soft-budget constraints (SBC).
Chenggang Xu, Haizhou Huang
core +3 more sources
Can Bank be a Cause of Contagion during the Global Financial Crisis?
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
The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis. [PDF]
Gunay S, Can G.
europepmc +1 more source
Coordination Failure and Financial Contagion [PDF]
This paper explores a unique equilibrium model of ''informational'' financial contagion. Extending the global game model of Morris and Shin (1999), I show that the failure of a single firm can trigger a chain of failures merely by affecting the behavior ...
Michael Manz
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Endogenous contagion – a panel data analysis [PDF]
This paper proposes a panel data model to analyze contagion in a multivariate framework. The model distinguishes between vulnerability and contagion, and provides a time series of contagion.
Baur, Dirk, Fry, Renee
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Contagion in Financial Networks: A Threat Index [PDF]
This paper proposes to measure the spillover effects that cross liabilities generate on the magnitude of default in a system of financially linked institutions. Based on a simple model and an explicit criterion—the aggregate debt repayments—the measure is defined for each institution, affected by its characteristics and links to others. These measures—
openaire +11 more sources
Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. [PDF]
Zorgati I, Garfatta R.
europepmc +1 more source
Financial Market Contagion in the Asian Crisis [PDF]
Taimur Baig, Ilan Goldfajn
openalex +1 more source
This paper develops a broad concept of systemic risk, the basic economic concept for the understanding of financial crises. It is claimed that any such concept must integrate systemic events in banking and financial markets as well as in the related ...
De Bandt, Olivier, Hartmann, Philipp
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