Results 331 to 340 of about 1,868,624 (359)

Is China a source of financial contagion?

Finance Research Letters, 2019
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, Waleed Abdel-Qader, Helmi Hammami, Syed Shams   +3 more
semanticscholar   +6 more sources

A Primer on Financial Contagion [PDF]

Journal 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

The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets

, 2021
Motivated by the complex dynamics between the oil and stock markets, this study develops a dynamic Markov regime switching-copula-extreme value theory model to quantitatively investigate financial contagion and its characteristics between these two ...
Haiying Wang, Ying Yuan, Tianyang Wang
semanticscholar   +1 more source

Informational Channels of Financial Contagion

, 2020
Two 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 ...
Isabel Trevino
semanticscholar   +1 more source

A New Form of Financial Contagion: COVID-19 and Stock Market Responses

, 2020
The COVID-19 pandemic has induced a different and more severe version of the contagion phenomenon. In this study, we examine the influence of the COVID-19 pandemic on six different stock markets.
Samet Gunay
semanticscholar   +1 more source

Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

Eurasian Economic Review, 2021
In this paper, we examine the relationship between the volatilities of the energy index, crude oil, gas prices, and financial assets (Gold, Bitcoin, and G7 stock indexes), especially during the coronavirus crisis.
Achraf Ghorbel, A. Jeribi
semanticscholar   +1 more source

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, DE MARCO, Giuseppe, DONNINI, Chiara   +2 more
openaire   +2 more sources

Did the collapse of Silicon Valley Bank catalyze financial contagion?

Finance Research Letters, 2023
M. Akhtaruzzaman, Sabri Boubaker, John W. Goodell   +2 more
semanticscholar   +1 more source

The role of credit lines and multiple lending in financial contagion and systemic events

Journal of Financial Stability, 2023
Giuseppe Cappelletti, Paolo Emilio Mistrulli   +1 more
semanticscholar   +1 more source

Financial Contagion

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