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The Evolving Financial System and Public Policy: Conference Highlights and Lessons [PDF]

open access: yes
At the 12th annual Bank of Canada economic conference, held in Ottawa on 4 and 5 December 2003, representatives from various public and private organizations and Bank of Canada staff discussed papers presented on three key issues affecting the financial ...
Carolyn Wilkins, Pierre St-Amant
core  

Contagion Between the Financial Sphere and the Real Economy. Parametric and non Parametric Tools: A Comparison [PDF]

open access: yes
The aim of this chapter is to dsicuss the contagionbetween the financial sphere and the real sphere. We define the concept of contagion, then we introduce some parametric models used to detect the contagion phenomenum, then we introduce some non ...
Dominique Guegan
core  

The Asian Crisis Contagion: A Dynamic Correlation Approach Analysis [PDF]

open access: yes
In this paper we are testing for contagion caused by the Thai baht collapse of July 1997. In line with earlier work, shift-contagion is defined as a structural change within the international propagation mechanisms of financial shocks.
Essahbi Essaadi   +2 more
core   +3 more sources

A Primer on Financial Contagion [PDF]

open access: yes
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  

On crises, contagion, and confusion [PDF]

open access: yes
Since the Tequila crisis of 1994-95, the Asian flu of 1997, and the Russian virus of 1998, economists have been busy producing research on the subject of contagion.
Kaminsky, Graciela, Reinhart, Carmen
core   +1 more source

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