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Financial Contagion in Networks [PDF]
, 2016 This chapter provides an introduction to the literature on financial contagion in networks. We aim to do this by focusing on a limited number of papers in some formal detail, trying to illustrate their analogies and differences as much as possible within a common framework.
Cabrales, A, Gottardi, P, Gale, DM
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The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk
Frontiers in Public Health, 2022 The COVID-19 outbreak has greatly impacted the stability of the global financial markets. In the post-COVID-19 pandemic era, the risk contagion patterns of the global financial markets may change. This paper utilizes the conditional value-at-risk (ΔCoVaR)
Xiaoyu Tan +4 more
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Financial contagion: problems of proximity and connectivity in financial markets [PDF]
Journal of Cultural Economy, 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. In this article, I examine uses of the concept of contagion across academic, practical and popular discourses on financial markets ...
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P2P Lending Risk Contagion Analysis Based on a Complex Network Model
Discrete Dynamics in Nature and Society, 2016 This paper analyzes two major channels of P2P lending risk contagion in China—direct risk contagion between platforms and indirect risk contagion with other financial organizations as the contagion medium.
Qi Wei, Qiang Zhang
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Stability Analysis of Assessing Financial Contagion due to Overlapping Portfolios Risk Model based on Mont Carlo Simiulation [PDF]
مطالعات تجربی حسابداری مالی, 2019 The financial contagion and the risk of overlapping portfolios arise from the interconnected relationships and interconnections between investment institutions and markets and can threaten the stability of the entire financial network.
Alireza R ayati Shavazi +3 more
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The Contagion of Global Financial Crisis on Exchange Rate Volatility in Iran: Copula-GARCH Approach [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2022 An important subject in the field of global economy is the financial crisis contagion on various markets. Given the expansion of trade relationships among different countries, proving the existence of contagion will facilitate policymaking in times of ...
Fakhri Mirshojaee +2 more
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Complexity, 2021 The global financial market shocks have intensified due to the COVID-19 epidemic and other impacts, and the impacts of economic policy uncertainty on the financial system cannot be ignored.
Zongxin Zhang, Ying Chen, Weijie Hou
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Identifying influential financial stocks using simulation with a two-layer network
Heliyon, 2023 Risk spillover from one stock to another tends to create a contagion effect in the stock market. Fire sales due to the overlapping portfolios of mutual funds can amplify the contagion risks, leading to a downward spiral of stock prices. In this paper, we
Shiqiang Lin, Hairui Zhang
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Partially Overlapping Ownership and Contagion in Financial Networks
Complexity, 2017 Using historical banking data for the United States from the years 2000 to 2015 we characterize the probability and extent of a financial contagion using a calibrated network model of heterogeneous interbank exposures.
Micah Pollak, Yuanying Guan
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Contagion in the Euro Area Sovereign Bond Market
Social Sciences, 2014 In the last half-decade the European Monetary Union (EMU) has experienced a growing financial instability culminating with an extended sovereign debt crisis that has hit mostly the peripheral countries.
Umberto Muratori
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