Results 41 to 50 of about 114,583 (229)
Credit Contagion between Financial Systems [PDF]
SSRN Electronic Journal, 2011 We examine contagion from a number of financial systems to the German financial system using the information content of CDS prices in a GARCH model. After controlling for common factors which may cause comovement in security prices, we find evidence for contagion from the US and European financial systems.
Podlich, Natalia, Wedow, Michael
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Information acquisition and financial contagion. [PDF]
, 2008 This paper incorporates costly voluntary acquisition of information à la Nikitin and Smith (2007) [Nikitin, M., Smith, R.T., 2007. Information acquisition, coordination, and fundamentals in a financial crisis.
Allen +13 more
core +3 more sources
INTERBANK CONTAGIOUS: SISTEMIK MARKET RISK KASUS PADA PERBANKAN INDONESIA 2002-2012
Jurnal Studi Manajemen Organisasi, 2013 Every bank has their eternal risk, which is maturity mismatch. Those risk caused by bank’s business core. The maturity mismatch can cause the bank failure and also can trigger the contagion effect.
Nicolaus Gerry Christiawan +1 more
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Scientific Annals of Economics and Business, 2022 This study compared the impact of the Global Financial Crisis (GFC) and the COVID-19 pandemic on financial market contagion between developed and emerging markets.
Paul-Francois Muzindutsi +8 more
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A Critical Survey on the Contagion Effects of Financial Crisis
East Asian Economic Review, 2000 This paper critically reviews theoretical and empirical studies on financial contagion. The East Asian crisis in 1997 as well as the Mexican crisis in 1994 saw the serious spillover of financial turbulences among different countries, and consequently ...
Chi-Young Song
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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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A Network Model of Credit Risk Contagion
Discrete Dynamics in Nature and Society, 2012 A network model of credit risk contagion is presented, in which the effect of behaviors of credit risk holders and the financial market regulators and the network structure are considered.
Ting-Qiang Chen, Jian-Min He
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Using SIRS Model to Study the Risk of Cross-Contagion in Financial Markets [PDF]
, 2023 Haorui An
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Contagion effects of the global financial crisis in us and European real economy sectors [PDF]
Panoeconomicus, 2014 This paper empirically investigates the contagion effects of the Global Financial Crisis (2007-2009) from the financial sector to the real economy by examining nine sectors of US and developed European region.
Kenourgios Dimitris, Dimitriou Dimitrios
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Cogent Economics & Finance, 2022 This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis.
Thi Ngan Nguyen +2 more
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