Results 11 to 20 of about 2,557,645 (288)
Financial crises and financial contagion in Japan
Японские исследования, 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. O. Ovcharov
doaj +3 more sources
Financial contagion during COVID–19 crisis [PDF]
Finance Research Letters, 2021 Ahmet Şensoy, Sabri Boubaker
exaly +2 more sources
Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory [PDF]
Economic Modelling, 2021 Xunhong Wang, Ying Yuan, Haiying Wang
exaly +2 more sources
International financial contagion: what do we know? [PDF]
, 2010 This paper attempts a synthesis of theoretical and empirical work on international financial contagion. Although a professional consensus on the appropriate definitions of contagion has yet to emerge, we document substantial research progress towards ...
core +9 more sources
Financial contagion: Evolutionary optimisation of a multinational agent-based model [PDF]
, 2008 Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during a crisis are referred to as financial contagion.
Serguieva, A, Wu, H, Caporale, GM
core +7 more sources
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
doaj +1 more source
Vanishing financial contagion? [PDF]
Journal of Policy Modeling, 2008 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 ...
Didier, Tatiana +2 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. Our findings suggest that financial systems exhibit a
Gai, Prasanna, Kapadia, Sujit
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Contagion in Financial Networks [PDF]
Journal of Economic Literature, 2015 The recent financial crisis has prompted much new research on the interconnectedness of the modern financial system and the extent to which it contributes to systemic fragility. Network connections diversify firms' risk exposures, but they also create channels through which shocks can spread by contagion.
Glasserman, P, Young, P
openaire +3 more sources