Results 11 to 20 of about 1,839,651 (256)
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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Information acquisition and financial contagion [PDF]
Journal of Banking & Finance, 2008 Publicado
Augusto Hasman, Margarita Samartín
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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 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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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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CONTAGION EFFECTS OF US FINANCIAL CRISIS ON INDONESIA
Economic Journal of Emerging Markets, 2011 This research analyzes the contagion effects of the US financial markets on Indonesian fi-nancial markets during the 2008 global financial crisis.
Anika Sedyaning Wikanti
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Mathematics, 2023 Modeling the effects and paths of systemic financial risk contagion is significant for financial stability. This paper focuses on China’s systemic financial risk from the perspective of dynamic networks.
Beibei Zhang, Xuemei Xie, Chunmei Li
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An Analysis of Residual Financial Contagion in Romania’s Banking Market for Mortgage Loans
Sustainability, 2023 The uncertainty of the environment, the complexity of economic systems, both at the national and global economy levels, and the digital age and artificial intelligence draw attention to the existence or appearance of systemic, disruptive phenomena that ...
Ștefan-Andrei Ionescu +3 more
semanticscholar +1 more source