Results 21 to 30 of about 2,557,645 (288)
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS [PDF]
Mathematical Finance, 2010 We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary
Amini, H, Cont, R, Minca, A
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Mandatory Disclosure and Financial Contagion [PDF]
Journal of Economic Theory, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fernando Alvarez, Gadi Barlevy
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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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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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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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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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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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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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Information acquisition and financial contagion. [PDF]
, 2008 This paper incorporates costly voluntary acquisition of information à la Nikitin and Smith (2007) [Nikitin, M., Smith, R.T., 2007. Information acquisition, coordination, and fundamentals in a financial crisis.
R. Todd Smith +4 more
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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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