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A Critical Survey on the Contagion Effects of Financial Crisis
East Asian Economic Review, 2000 This paper critically reviews theoretical and empirical studies on financial contagion. The East Asian crisis in 1997 as well as the Mexican crisis in 1994 saw the serious spillover of financial turbulences among different countries, and consequently ...
Chi-Young Song
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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
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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.
Paul Glasserman +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.
Prasanna Gai +2 more
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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
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Financial Networks and Contagion [PDF]
American Economic Review, 2012 We study cascades of failures in a network of interdependent financial organizations: how discontinuous changes in asset values (e.g., defaults and shutdowns) trigger further failures, and how this depends on network structure. Integration (greater dependence on counterparties) and diversification (more counterparties per organization) have different,
Benjamin Golub +3 more
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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
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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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