Results 11 to 20 of about 116,218 (344)
Identifying path of Global Financial Crisis Contagion Direction on Industries of Iran Stock Market [PDF]
Iranian Journal of Finance, 2020 Simultaneous understanding of volatilities and changes in financial markets is very important to optimize the portfolio and risk management methods. The 2008 financial crisis led into devaluation of most assets, increased volatilities and endangered ...
Mojtaba Karimi +3 more
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Contagion in Financial Networks [PDF]
SSRN Electronic Journal, 2007 This paper develops an analytical model of contagion in financial networks with arbitrary structure. We explore how the probability and potential impact of contagion is influenced by aggregate and idiosyncratic shocks, changes in network structure and asset market liquidity.
Gai, Prasanna, Kapadia, Sujit
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COVID-19 and cross-border contagion: Trade and financial flows
Research in Globalization, 2022 In this article, we examine the effects of the COVID-19 pandemic on the dynamics of contagion in the economic and financial spheres. The objective of the article is to confirm that the systemic nature of contagion risk is greater in extreme situations ...
Achraf Louati +2 more
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Financial globalization, financial crises and contagion [PDF]
Journal of Monetary Economics, 2010 Abstract Two observations suggest that financial globalization played an important role in the recent financial crisis. First, more than half of the rise in net borrowing of the U.S. non-financial sectors since the mid-1980s has been financed by foreign lending. Second, the collapse of the U.S.
Enrique G. Mendoza, Vincenzo Quadrini
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HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION [PDF]
Advances in Complex Systems, 2011 We consider a model of contagion in financial networks recently introduced in Gai, P. and Kapadia, S. [Contagion in financial networks, Proc. R. Soc. A466(2120) (2010) 2401–2423], and we characterize the effect of a few features empirically observed in real networks on the stability of the system.
Fabio Caccioli +2 more
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Rethinking Financial Contagion [PDF]
SSRN Electronic Journal, 2016 How, and to what extent, does an interconnected financial system endogenously amplify external shocks? This paper attempts to reconcile some apparently different views emerged after the 2008 crisis regarding the nature and the relevance of contagion in financial networks.
Visentin, Gabriele +2 more
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Debt and Financial Market Contagion [PDF]
SSRN Electronic Journal, 2015 We empirically investigate why financial crises spread from one country to another. For our analysis, we develop a new multiple-channel test of financial market contagion and construct indices of crisis severity in equity markets in order to examine how the transmission of shocks across countries can be related to direct linkages between countries or ...
Cody Yu-Ling Hsiao, James Morley
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Interaction between Trade Flows and Contagion of Financial Crises in Emerging Market Countries: Approach of Simultaneous Equations with Discrete Dependent Variable in Panel Data [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2017 Financial crises have been frequently occurred in the global economy, and due to the negative impacts of financial crises on the real sectors performances, the economists tried to predict them.
Mehdi Yazdani, Ali Esmaeili
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The Impact of industry's features on financial risk contagion of Companies Listed in Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2020 The correlation between market movements and returns is an important issue in risk management and investment portfolio strategies. Investors who try to diversify their assets in regional markets pay special attention to communications between financial ...
Mohammad Ghadamyari +1 more
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Financial Contagion of Russian Companies from the Oil Market under the Influence of Sanctions and Pandemic Shock [PDF]
Финансовый журнал, 2022 The article presents an overview of theoretical approaches to the study of the content and channels of financial contagion, the main methods and models of its quantitative analysis.
Marina Yu. Malkina, Anton O. Ovcharov
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