Results 301 to 310 of about 108,699 (313)

A Primer on Financial Contagion [PDF]

open access: possibleJournal of Economic Surveys, 2003
Abstract.  This paper presents a theoretical framework to highlight possible channels for the international transmission of financial shocks. We first review the different definitions and measures of contagion adopted by the literature. We then use a simple multi‐country asset pricing model to classify the main elements of the current debate on ...
Marcello Pericoli, Massimo Sbracia
openaire   +2 more sources

Is China a source of financial contagion?

Finance Research Letters, 2021
The study examines the role China plays compared with the US in transmitting contagion to South Asia. Trade intensity, economic downturns, and negative net equity capital outflows positively influence dynamic conditional correlations between South Asian and US/Chinese financial stock returns.
Akhtaruzzaman, Md   +3 more
openaire   +5 more sources

Networks of Financial Contagion

2013
Banks develop relationships in order to protect themselves against liquidity risk. Despite this benefit, fragility of financial markets stems from these interconnections. A cornerstone in the microeconomic analysis of contagion in financial systems is the contribution of Allen and Gale (2000).
CUTILLO, Luisa   +2 more
openaire   +2 more sources

Financial Contagion

2013
SCOPUS: ch.b ; SCOPUS: ch.b ; info:eu-repo/semantics ...
Kollmann, Robert, Malherbe, Frédéric
openaire   +2 more sources

Contagion in the Financial Sector

SSRN Electronic Journal, 2015
In this paper the contagious effect of the default of one financial institution is discussed. For that purpose, a network model is introduced describing the interconnectedness between different banks as well as their dependencies to the rest of the economy.
openaire   +2 more sources

Contagion in Financial Markets

2001
This book aims to integrate the notions of contagion in epidemiology and contagion in financial market crises to discover why emerging markets are so susceptible to financial crises.
openaire   +2 more sources

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   +2 more sources

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