Results 11 to 20 of about 1,892,325 (135)
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
doaj +2 more sources
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
PLoS ONE, 2022 This study investigates the reaction of stock markets to the Covid-19 pandemic and the Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk exposures.
Samet Gunay, Gökberk Can
semanticscholar +1 more source
Estimating the Impact of Supply Chain Network Contagion on Financial Stability [PDF]
Social Science Research Network, 2023 Realistic credit risk assessment, the estimation of losses from counterparty's failure, is central for the financial stability. Credit risk models focus on the financial conditions of borrowers and only marginally consider other risks from the real ...
Zlata Tabachov'a +4 more
semanticscholar +1 more source
Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective [PDF]
Social Science Research Network, 2021 In this article, to model risk contagion between the U.S. and China stock markets based on high-frequency financial data, we develop a novel continuous-time jump-diffusion process.
Minseog Oh, Donggyu Kim
semanticscholar +1 more source
Temporal Networks in the Analysis of Financial Contagion
Social Science Research Network, 2022 This paper studies the dynamics of contagion across the banking, insurance and shadow banking sectors of 16 advanced economies in the period 2006-2018.
Fabio Franch, Luca Nocciola, A. Vouldis
semanticscholar +1 more source
Journal of Accounting, Finance and Auditing Studies, 2023 Purpose: A notable observation in the literature of financial markets is the debate on market contagion and causality. During periods of financial distress, global financial markets experience record low market prices partly due to the spread of fear. It
Samuel Tabot Enow
semanticscholar +1 more source
Financial contagion among COVID-19 concept-related stocks in China
Applied Economics, 2021 This paper investigates, for the first time, the presence of financial contagion among several important Chinese coronavirus concept-based stock indices during the recent COVID-19 global pandemic.
S. Corbet, Y. Hou, Yang Hu, L. Oxley
semanticscholar +1 more source
Investment Management & Financial Innovations, 2023 This study aims to examine the spillover and contagion effects of global financial markets on the Indonesian Sharia Stock Index (ISSI) post-COVID-19.
Nur Rizqi Febriandika +3 more
semanticscholar +1 more source
Financial contagion: problems of proximity and connectivity in financial markets
Journal of Cultural Economics, 2021 Financial contagion is often defined as the propagation of shocks among actors in markets, while excessive correlation and interconnectivity of markets, actors or investment strategies are seen as reasons for its spread.
Kristian Bondo Hansen
semanticscholar +1 more source