Financial contagion among COVID-19 concept-related stocks in China
Applied Economics, 2021 This paper investigates, for the first time, the presence of financial contagion among several important Chinese coronavirus concept-based stock indices during the recent COVID-19 global pandemic.
S. Corbet, Y. Hou, Yang Hu, L. Oxley
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The Impact of industry's features on financial risk contagion of Companies Listed in Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2020 The correlation between market movements and returns is an important issue in risk management and investment portfolio strategies. Investors who try to diversify their assets in regional markets pay special attention to communications between financial ...
Mohammad Ghadamyari +1 more
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Financial Contagion of Russian Companies from the Oil Market under the Influence of Sanctions and Pandemic Shock [PDF]
Финансовый журнал, 2022 The article presents an overview of theoretical approaches to the study of the content and channels of financial contagion, the main methods and models of its quantitative analysis.
Marina Yu. Malkina, Anton O. Ovcharov
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Network VAR models to measure financial contagion
The North American journal of economics and finance, 2021 Financial contagion among countries can arise from different channels, the most important of which are financial markets and bank lending. The paper aims to build an econometric network approach to understand the extent to which contagion spillovers ...
D. Ahelegbey +2 more
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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
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Analysis the risk contagion from financial sector to other economic sectors [PDF]
Mathematics and Modeling in Finance, 2023 This research has three main goals. The first goal is to investigate the contagion of the risk from the financial sector to other industries. The second objective is to examine the impact of the competitiveness of industries on the spread of the risk ...
Reza Raei, Alireza Najjarpour
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Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Journal of international financial markets, institutions, and money, 2020 Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19 pandemic triggered an urgent need for a study summarising the existing knowledge of contagion phenomenon.
L. Yarovaya +4 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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The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk
Frontiers in Public Health, 2022 The COVID-19 outbreak has greatly impacted the stability of the global financial markets. In the post-COVID-19 pandemic era, the risk contagion patterns of the global financial markets may change. This paper utilizes the conditional value-at-risk (ΔCoVaR)
Xiaoyu Tan +4 more
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P2P Lending Risk Contagion Analysis Based on a Complex Network Model
Discrete Dynamics in Nature and Society, 2016 This paper analyzes two major channels of P2P lending risk contagion in China—direct risk contagion between platforms and indirect risk contagion with other financial organizations as the contagion medium.
Qi Wei, Qiang Zhang
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