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An experimental analysis of contagion in financial markets
Ronald Peeters +2 more
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Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]
Ping WY, Hu YW, Luo LQ.
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Essays on Contagion and Linkages of International Financial Markets
Bo-Yu Chen
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Emergence of shield immunity during spatial contagions. [PDF]
Jamerlan CM, Prokopenko M.
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Trends in the Implementation of the Cyberchondria Severity Scale: Bibliometric Analysis.
Powell AC, Calderon-Smith C.
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2013
SCOPUS: ch.b ; SCOPUS: ch.b ; info:eu-repo/semantics ...
Kollmann, Robert, Malherbe, Frédéric
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SCOPUS: ch.b ; SCOPUS: ch.b ; info:eu-repo/semantics ...
Kollmann, Robert, Malherbe, Frédéric
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CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS
Advances in Complex Systems, 2016In this paper, we use the financial network contagion model of Gai P. and Kapadia S. [Contagion in financial networks, Proc. R. Soc. A 466 (2010) 2401–2423] to investigatethe interaction of several types of heterogeneity found in real world banking systems.
Guan, Yuanying, Pollak, Micah
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Informational Channels of Financial Contagion
Econometrica, 2020Two main classes of channels are studied as informational sources of financial contagion. One is a fundamental channel that is based on real and financial links between economies, and the second is a social learning channel that arises when agents base their decisions on noisy observations about the actions of others in foreign markets.
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2013
This book is an authoritative account of the economic and political roots of the 2008 financial crisis. It examines why it was triggered in the United States, why it morphed into the great recession, and why the contagion spread with such ferocity around the globe.
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This book is an authoritative account of the economic and political roots of the 2008 financial crisis. It examines why it was triggered in the United States, why it morphed into the great recession, and why the contagion spread with such ferocity around the globe.
openaire +1 more source

