Results 31 to 40 of about 1,839,651 (256)
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.
Thomas A. Catanach +3 more
openaire +4 more sources
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
doaj +1 more source
Investment Management & Financial Innovations, 2023 This study aims to examine the spillover and contagion effects of global financial markets on the Indonesian Sharia Stock Index (ISSI) post-COVID-19.
Nur Rizqi Febriandika +3 more
semanticscholar +1 more source
Financial contagion: problems of proximity and connectivity in financial markets
Journal of Cultural Economics, 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.
Kristian Bondo Hansen
semanticscholar +1 more source
Mandatory Disclosure and Financial Contagion [PDF]
Journal of Economic Theory, 2015 The paper analyzes the welfare implications of a policy of mandatory disclosure of information on the value of directly held investments by banks. It is based on a model of payments in a network where the value of a bank’s equity depends on the value of directly held investment of its trading partners, i.e. there is “contagion”. Additionally banks have
Fernando Alvarez, Gadi Barlevy
openaire +5 more sources
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
doaj +1 more source
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 ...
James Morley +2 more
openaire +7 more sources
THE METHODOLOGY FOR MEASURING FINANCIAL CONTAGION: THE CASE STUDY OF BANK DEFAULT RISK SIMULATION
Финансы: теория и практика, 2017 The paper focuses on the methods used for measuring financial contagion through simulation of the bank default risk viewed as a trigger event. Systemic risk and financial contagion as well as the mechanism which enables system risk implementation are ...
V. E. Rasskazov
doaj +1 more source
A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades [PDF]
, 2013 I show the equivalence between a model of financial contagion and the threshold model of global cascades proposed by Watts (2002). The model financial network comprises banks that hold risky external assets as well as interbank assets. It is shown that a
Kobayashi, Teruyoshi
core +2 more sources
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
openaire +2 more sources