Results 171 to 180 of about 108,699 (313)
What Drives Contagion: Trade Neighborhood, or Financial Links?
, 2001 Rodrigo Valdés, Leonardo Hernández
openalex +2 more sources
Market Linkages, Variance Spillovers and Correlation Stability: Empirical Evidences of Financial Contagion [PDF]
, 2007 Monica Billio, Massimiliano Caporin
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Origins and Resolution of Financial Crises; Lessons from the Current and Northern European Crises [PDF]
Since July 2007 the world economy has experienced a severe financial crisis originating in the U.S. housing market. The crisis has subsequently spread to the financial sectors in European and Asian economies and led to a severe worldwide recession.
Ostrup, Finn +2 more
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Digital Trade and Financial Development in European Transition Economies
European Financial Management, EarlyView.ABSTRACT Advancements in high‐speed Internet and mobile technology in the 2000s accelerated global digital trade growth. However, financial development in European transition economies remains low, and its connection to digital trade remains largely unexplored.
Hyun‐Jung Nam +2 more
wiley +1 more source
Markov Switching Models with Application to Contagion Effect Analysis in the Capital Markets [PDF]
This article presents the analysis of the contagion effect in the capital markets on the basis of the Markov switching models MS. The research is based on the return of the indexes.
Monika Kosko
core
European Financial Management, EarlyView.ABSTRACT This paper investigates the dynamic transition of the Chinese stock market towards a just and sustainable future by examining the tail risk connectedness and frequency‐quantile dependence between a series of sustainability indices and Chinese stock market sectors. Employing the novel TVP‐VAR‐CAViaR connectedness method and the wavelet quantile
Hongjun Zeng +3 more
wiley +1 more source
European Financial Management, EarlyView.ABSTRACT This study highlights the significance of incorporating environmental, social, and governance (ESG) criteria within investment strategies to strengthen risk management in volatile markets. Employing time‐varying parameter vector autoregressions and dynamic conditional correlation generalized autoregressive conditional heteroskedasticity models,
Mohamed Arouri +2 more
wiley +1 more source
Efficient immunization strategies to prevent financial contagion. [PDF]
Sci Rep, 2014 Kobayashi T, Hasui K.
europepmc +1 more source
Financial Contagion and Investor "Learning": An Empirical Investigation
, 2002 Ritu Basu
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