Results 31 to 40 of about 16,299 (261)
Financial contagion and asset pricing [PDF]
Journal of Banking & Finance, 2013 Asset market interconnectedness can give rise to significant contagion risks during periods of financial crises that extend beyond the risks associated with changes in volatilities and correlations. These channels include the transmission of shocks operating through changes in the higher order comoments of asset returns, including changes in coskewness
Fry-McKibbin, R, Martin, VL, Tang, C
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The multiplex nature of global financial contagions [PDF]
Applied Network Science, 2020 AbstractAs illustrated by the 2008 global financial crisis, the financial distress of one country can trigger financial distress in other countries. We examine the problem of identifying such “systemically important” countries (i.e., countries whose financial distress can trigger further distress), which is important for assessing global financial ...
R. Maria del Rio Chanona +3 more
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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 and depositor monitoring [PDF]
Journal of Banking & Finance, 2013 This paper analyzes market discipline in a many-bank economy where contagion and bank runs interact. We present a model with differently-informed depositors, where those depositors that are more informed have incentives to monitor banks'; investments.
VAN BOMMEL, Jos +2 more
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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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Partially Overlapping Ownership and Contagion in Financial Networks
Complexity, 2017 Using historical banking data for the United States from the years 2000 to 2015 we characterize the probability and extent of a financial contagion using a calibrated network model of heterogeneous interbank exposures.
Micah Pollak, Yuanying Guan
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Identifying influential financial stocks using simulation with a two-layer network
Heliyon, 2023 Risk spillover from one stock to another tends to create a contagion effect in the stock market. Fire sales due to the overlapping portfolios of mutual funds can amplify the contagion risks, leading to a downward spiral of stock prices. In this paper, we
Shiqiang Lin, Hairui Zhang
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Contagion dynamics on financial networks * [PDF]
, 2019 We provide a graph theoretic background for the analysis of financial networks and review some technique recently proposed for the extraction of financial networks. We develop new measures of network connectivity, that are Von Neumann entropies and disagreement persistence index, using the spectrum of normalized Laplacian and Diplacian.
Billio Monica +3 more
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Complexity, 2021 The global financial market shocks have intensified due to the COVID-19 epidemic and other impacts, and the impacts of economic policy uncertainty on the financial system cannot be ignored.
Zongxin Zhang, Ying Chen, Weijie Hou
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Systemic Financial Risk Contagion Effects: An Analysis from the Perspective of FinTech Empowerment
Advanced ElectromagneticsThe development of FinTech empowers traditional financial institutions with new business models and operation methods. At the same time, it also leads to high risk-taking of financial institutions and poses regulatory challenges to the financial system,
Y. F. Fang
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