Results 261 to 270 of about 2,557,645 (288)

Liquidity and financial contagion. [PDF]

open access: possibleFinancial stability review, 2008
There is an apparent puzzle at the heart of the 2007 credit crisis. The subprime mortgage sector is small relative to the financial system as a whole and the exposure was widely dispersed through securitization. Yet the crisis in the credit market has been potent. Traditionally, financial contagion has been viewed through the lens of defaults, where if
Adrian, T., Shin, H S.
openaire  

Did the collapse of Silicon Valley Bank catalyze financial contagion?

Finance Research Letters, 2023
Sabri Boubaker, John W Goodell
exaly  

Contagion in Financial Markets [PDF]

open access: possible, 2002
This paper presents a model on contagion in nancial markets. We use a bank run framework as a mechanism to initiate a crisis and argues that liquidity crunch and imperfect information are the key culprits for a crisis to be contagious. The model proposes that a crisis is more likely to be contagious when (1) banks have similar cost-effciency structures
David Backus, Silverio Foresi, Liuren Wu
openaire  

Anticipated Financial Contagion

SSRN Electronic Journal, 2022
Toni Ahnert   +2 more
openaire   +1 more source

Financial Crisis Contagion

2018
Whereas the analysis of finance rests on rationality, its lived experience is one of euphorias and crashes that can have devastating consequences. This chapter discusses the evidence of crashes and the safeguards that the legal system uses, especially in light of the experience with the financial crisis of 2008, which circumvented the safety measures ...
openaire   +1 more source

Financial Contagion 1855

California History
This essay analyzes the 1855 failures of the largest banks in Gold Rush San Francisco, arguing that the antecedents of those failures—excessive leverage, interlocking ownership, inadequate segregation of assets, and concentration of risk in non-banking enterprises—were independent of the monetary and economic regime in place at the time.
openaire   +1 more source

Network VAR models to measure financial contagion

North American Journal of Economics and Finance, 2021
Shatha Qamhieh Hashem   +2 more
exaly  

Day-of-the-week effects in financial contagion

Finance Research Letters, 2019
Bartosz Gebka, Robert Anderson
exaly  

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