Results 111 to 120 of about 1,892,325 (135)

A Large Speculator in Contagious Currency Crises [PDF]

This paper studies the implications of the presence of a large speculator like George Soros during a contagious currency crisis. The model proposes a new contagion channel and shows how a currency crisis can spread from one country to another even when ...
Kenshi Taketa
core  

Contagion and Tail Risk in Complex Financial Networks

Journal of Banking & Finance, 2022
K. Abduraimova
semanticscholar   +1 more source

Financial Contagion between Economies - an Exploratory Spatial Analysis [PDF]

At the present time, controversy still surrounds the importance of the financial integration of markets and its possible consequences. The fact that the economy is more global means that countries are more interdependent on each other.
Esther Vayá, Oscar Villar
core  

Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory

Economic Modelling, 2020
Haiying Wang, Ying Yuan, Yiou Li, Xunhong Wang   +3 more
semanticscholar   +1 more source

International propagation of shocks: an evaluation of contagion effects for some Latin American countries [PDF]

In this paper we analyze the spread of shocks across assets markets in eight Latin-American countries. First, we measure the extent of markets reactions with the Principal Components Analysis.
Martínez, Constanza, Ramirez, Manuel
core  

The unholy trinity of financial contagion [PDF]

Over the last 20 years, some financial events, such as devaluations or defaults, have triggered an immediate adverse chain reaction in other countries -- which we call fast and furious contagion.
Kaminsky, Graciela, Reinhart, Carmen, Vegh, Carlos   +2 more
core   +1 more source

Financial contagion and economic development: An epidemiological approach

Journal of Economic Behavior and Organization, 2019
A. Bucci, D. La Torre, D. Liuzzi, Simone Marsiglio   +3 more
semanticscholar   +1 more source

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Anticipated Financial Contagion

Social Science Research Network, 2022
We revisit the seminal model of financial contagion of Allen and Gale (2000) by allowing aggregate liquidity shocks to occur with positive probability. We study how an ex-post shock’s size and probability affect ex-ante portfolio choices and risk sharing
Toni Ahnert, Co-Pierre Georg, G. Durand
semanticscholar   +1 more source

The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets

, 2021
Motivated by the complex dynamics between the oil and stock markets, this study develops a dynamic Markov regime switching-copula-extreme value theory model to quantitatively investigate financial contagion and its characteristics between these two ...
Haiying Wang, Ying Yuan, Tianyang Wang
semanticscholar   +1 more source

Informational Channels of Financial Contagion

, 2020
Two main classes of channels are studied as informational sources of financial contagion. One is a fundamental channel that is based on real and financial links between economies, and the second is a social learning channel that arises when agents base ...
Isabel Trevino
semanticscholar   +1 more source