Results 31 to 40 of about 1,868,624 (359)
RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS [PDF]
Mathematical Finance, 2010 We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary
Amini, H, Cont, R, Minca, A
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Journal of Accounting, Finance and Auditing Studies, 2023 Purpose: A notable observation in the literature of financial markets is the debate on market contagion and causality. During periods of financial distress, global financial markets experience record low market prices partly due to the spread of fear. It
Samuel Tabot Enow
semanticscholar +1 more source
Liquidity, Contagion and Financial Crisis [PDF]
SSRN Electronic Journal, 2010 We develop a theoretical model where a redistribution of bank capital (e.g., due to reckless trading and/or faulty risk management) leads to a “freeze” of the interbank market. The fire-sale market plays a central role in spreading the crisis to the real economy.
Guembel, Alexander, Sussman, Oren
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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
semanticscholar +1 more source
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
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COVID-19 and cross-border contagion: Trade and financial flows
Research in Globalization, 2022 In this article, we examine the effects of the COVID-19 pandemic on the dynamics of contagion in the economic and financial spheres. The objective of the article is to confirm that the systemic nature of contagion risk is greater in extreme situations ...
Achraf Louati +2 more
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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
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
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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
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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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