Results 41 to 50 of about 1,868,624 (359)
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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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
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
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Financial contagion: Evolutionary optimisation of a multinational agent-based model [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 a crisis are referred to as financial contagion.
Caporale, GM, Serguieva, A, Wu, H
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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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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
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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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Financial Contagion and the Real Economy [PDF]
SSRN Electronic Journal, 2010 This paper analyzes the incidences of sector-specific contagion during the Global Financial Crisis of 2007-2009. The empirical analysis comprising ten sectors in 25 major developed and emerging stock markets shows that the crisis led to an increased co-movement of returns and thus contagion among financial sector stocks across countries and between ...
Dirk G. Baur, Dirk G. Baur
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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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Stability Analysis of Assessing Financial Contagion due to Overlapping Portfolios Risk Model based on Mont Carlo Simiulation [PDF]
مطالعات تجربی حسابداری مالی, 2019 The financial contagion and the risk of overlapping portfolios arise from the interconnected relationships and interconnections between investment institutions and markets and can threaten the stability of the entire financial network.
Alireza R ayati Shavazi +3 more
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