Results 101 to 110 of about 118,727 (235)

Crisis and contagion in East Asia : nine lessons [PDF]

open access: yes
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
core  

Financial Institutions, Financial Contagion, and Financial Crises [PDF]

open access: yes
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?

open access: yesInternational 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

Coordination Failure and Financial Contagion [PDF]

open access: yes
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
core  

Endogenous contagion – a panel data analysis [PDF]

open access: yes, 2006
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
core  

Contagion in Financial Networks: A Threat Index [PDF]

open access: yesSSRN Electronic Journal, 2015
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

Systemic risk: A survey [PDF]

open access: yes
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
core  

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