Financial crises and stock market contagion in a multivariate time-varying asymmetric framework
Dimitris Kenourgios +2 more
openalex +2 more sources
Big data in financial risk management: evidence, advances, and open questions: a systematic review. [PDF]
Theodorakopoulos L +2 more
europepmc +1 more source
Analysis of the risk spillover network of G20 stock markets based on transfer entropy and complex network approaches. [PDF]
Zou Y, Chen Q, Han J, Zhao L.
europepmc +1 more source
A Dynamic Factor Analysis of Financial Contagion in Asia [PDF]
Andrea Cipollini, George Kapetanios
openalex
Improving Real-Time Economic Decisions Through Edge Computing: Implications for Financial Contagion Risk Management [PDF]
Ștefan Ionescu +2 more
openalex +1 more source
Channels of financial contagion
The current contagion literature does not definitely conclude which channels of financial contagion are the most significant in transmitting crises between countries. This paper sets out to fill this gap empirically by determining which contagion channels significantly increase the probability of an incidence of contagion between stock markets.
openaire +1 more source
Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
europepmc +1 more source
From financial lock-in to resilience reconstruction: Climate risk, internal capital markets and organizational resilience of high-carbon enterprises. [PDF]
Wang N, Wang F, Li Y, Yuan Y.
europepmc +1 more source

