Results 111 to 120 of about 114,583 (229)
Endogenous contagion – a panel data analysis [PDF]
, 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
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Contagion Channels between Real Estate and Financial Markets [PDF]
, 2015 Martin Hoesli, Kustrim Reka
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On currency crises and contagion [PDF]
This paper analyzes the role of contagion in the currency crises in emerging markets during the 1990s. It employs a non-linear Markov-switching model to conduct a systematic comparison and evaluation of three distinct causes of currency crises: contagion,
Fratzscher, Marcel
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FINANCIAL CONTAGION AND INVESTORS BEHAVIOR [PDF]
International capital markets, in general, seem to be volatile markets, influenced bymany factors, a phenomenon that affects both developed markets, as well as least developed, withemerging market economies suffering most because of this.
Dragos Mihai Ungureanu +3 more
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Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets [PDF]
, 2017 Antoaneta Serguieva
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Financial Contagion and Attention Allocation [PDF]
This paper explains financial contagion between two independent stock markets by fluctuations in international investors' attention allocation. I model the process of attention allocation that underlies portfolio investment in international markets using
Jordi Mondria
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Lecturas de Economía, 2011 A recently developed methodology, based on asymptotic dependence coefficients, is proposed to detect financial market contagion. The approach, while remaining within the theoretical limits of the problem, is robust when compared against common ...
Jorge Mario Uribe Gil
doaj
Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective [PDF]
With the rise of interconnected global financial systems, there is an increased risk that a financial crisis in one country may spread to others. The contagion effects of the 2008 global financial crisis hit advanced economies fast and hard while sparing
Fedorova, Elena
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