Results 121 to 130 of about 114,583 (229)

Bank Diversity and Financial Contagion

open access: yesJournal of Financial Stability, 2023
Emmanuel Caiazzo, Alberto Zazzaro
openaire   +1 more source

Global Crises and Equity Market Contagion [PDF]

open access: yes
Using the 2007-09 financial crisis as a laboratory, we analyze the transmission of crises to country-industry equity portfolios in 55 countries. We use a factor model to predict crisis returns, defining unexplained increases in factor loadings and ...
Arnaud J. Mehl   +3 more
core  

Credit chains and the propagation of financial distress [PDF]

open access: yes
The purpose of this paper is to analyze how shocks propagate through a network of firms that borrow from, and lend to, each other in a trade credit chain, and to quantify the effects of financial contagion across firms.
Boissay, Frédéric
core  

Trade and Financial Contagion in Currency Crises

open access: bronze, 2000
Ranil Salgado   +5 more
openalex   +2 more sources

On the stability of domestic financial market linkages in the presence of time-varying volatility [PDF]

open access: yes
We analyze the stability of domestic financial linkages between periods of calm and turbulent market conditions. Our model develops a simultaneous test of shift contagion and bi-directional pure contagion, which is applied to the equity and currency ...
Deren Unalmis   +2 more
core  

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