Results 11 to 20 of about 1,868,624 (359)
Financial Market Contagion in the Asian Crisis [PDF]
SSRN Electronic Journal, 1999 This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. We find that correlations in currency and sovereign spreads increase significantly during the crisis period, whereas the equity market correlations offer mixed evidence. We construct a set of dummy variables using daily
Taimur Baig, Ilan Goldfajn
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Vanishing financial contagion? [PDF]
Journal of Policy Modeling, 2007 While a number of emerging market crises were characterized by widespread contagion during the 1990s, more recent crises (notably, in Argentina) have been mostly contained within national borders. This has led some observers to wonder whether contagion might have become a feature of the past, with markets now better discriminating between countries ...
Tatiana Didier +2 more
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Cogent Economics & Finance, 2022 This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis.
Thi Ngan Nguyen +2 more
semanticscholar +3 more sources
Financial Contagion in Networks [PDF]
, 2016 This chapter provides an introduction to the literature on financial contagion in networks. We aim to do this by focusing on a limited number of papers in some formal detail, trying to illustrate their analogies and differences as much as possible within a common framework.
Antonio Cabrales +2 more
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Financial crises and financial contagion in Japan
Japanese Studies in Russia, 2023 The article analyzes the features of the financial crises in Japan in the context of using theoretical and practical approaches to financial contagion. A brief overview of the three significant financial crises observed in the period 1990–2009 is made with the identification of their causes, nature, and consequences.
A. O. Ovcharov
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Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. [PDF]
Econ Model, 2021 Wang H, Yuan Y, Li Y, Wang X.
europepmc +2 more sources
How Likely Is Contagion in Financial Networks? [PDF]
SSRN Electronic Journal, 2013 Interconnections among financial institutions create potential channels for contagion and amplification of shocks to the financial system. We estimate the extent to which interconnections increase expected losses, with minimal information about network topology, under a wide range of shock distributions.
Paul Glasserman, H. Peyton Young
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Financial Contagion and Attention Allocation [PDF]
SSRN Electronic Journal, 2006 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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Information acquisition and financial contagion. [PDF]
Journal of Banking & Finance, 2008 This paper incorporates costly voluntary acquisition of information à la Nikitin and Smith (2007) [Nikitin, M., Smith, R.T., 2007. Information acquisition, coordination, and fundamentals in a financial crisis.
Allen +13 more
core +7 more sources
The 2011 Japanese Earthquake, Tsunami and Nuclear Crisis: Evidence of Contagion from International Financial Markets [PDF]
, 2011 Natural disasters may inflict significant damage upon international financial markets. Using 33 international stock indexes and exchange rates, this paper examines if any contagion occurred across financial markets after the March 11, 2011 Japanese ...
Simplice Asongu
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