Results 31 to 40 of about 1,892,325 (135)
Contagion in the Euro Area Sovereign Bond Market
Social Sciences, 2014 In the last half-decade the European Monetary Union (EMU) has experienced a growing financial instability culminating with an extended sovereign debt crisis that has hit mostly the peripheral countries.
Umberto Muratori
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Financial Contagion of the Russian Economy: Intersectoral Aspect
Финансы: теория и практикаThe study’s relevance is due to the need to identify the scale and channels of the spread of crises in the economy based on the use of the financial contagion methodology.
А. О. Ovcharov, A. M. Terekhov
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International Journal of Financial StudiesThis study describes a comprehensive bibliometric analysis of shadow banking and financial contagion dynamics from 1996 to 2022. Through a holistic approach, our study focuses on quantifying the impact and uncovering significant trends in scientific ...
I. Nica +3 more
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Mutual Information Based Analysis for the Distribution of Financial Contagion in Stock Markets
Discrete Dynamics in Nature and Society, 2017 This paper applies mutual information to research the distribution of financial contagion in global stock markets during the US subprime crisis. First, we symbolize the daily logarithmic stock returns based on their quantiles.
Xudong Wang, Xiaofeng Hui
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Financial Contagion and the Wealth Effect: An Experimental Study
Journal of Economic Behavior and Organization, 2020 We design a laboratory experiment to test the importance of wealth as a channel for financial contagion across markets with unrelated fundamentals. In a sequential global game, we analyze the decisions of a group of investors that hold assets in two ...
Anna Bayona, Oana Peia
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Network VAR Models to Measure Financial Contagion
The North American journal of economics and finance, 2020 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, Paolo Giudici, S. Hashem
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Contagion in Commodity Markets under Financial Stress
Финансы: теория и практикаThe relevance of the study is due to the fact that in the conditions of the financialization of the economy, shocks arising in one market can spread rapidly and intensively to other markets, generating the effects of financial contagion.
M. Yu. Malkina
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PLoS ONE, 2020 This study presents financial network indicators that can be applied to inspect the financial contagion on real economy, as well as the spatial spillover and industry aggregation effects.
Xiurong Chen, Aimin Hao, Yali Li
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Contagion Effect of Financial Markets in Crisis: An Analysis Based on the DCC–MGARCH Model
Mathematics, 2022 Global crises have created unprecedented challenges for communities and economies across the world, triggering turmoil in global finance and economy. This study adopts the dynamic conditional correlation multiple generalized autoregressive conditional ...
Xiuping Ji +4 more
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A mixed-game agent-based model of financial contagion [PDF]
, 2008 Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during financial crises are referred to as financial contagion.
Caporale, GM, Serguieva, A, Wu, H
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