Results 41 to 50 of about 1,892,325 (135)
COVID-19 Pandemic and Financial Contagion
Journal of Risk and Financial Management, 2020 The original contribution of this paper is to empirically document the contagion of the Covid-19 on financial markets. We merge databases from Johns Hopkins Coronavirus Center, Oxford-Man Institute Realized Library, NYU Volatility Lab, and St-Louis ...
Julien Chevallier
semanticscholar +1 more source
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
doaj +1 more source
FINANCIAL CONTAGION BETWEEN THE US AND EMERGING MARKETS: COVID-19 PANDEMIC CASE
4th EMAN Selected Papers (part of EMAN conference collection), 2020 To realise how crises are disseminated is relevant for policy makers and regulators in order to take appropriate measures to prevent or contain the propagation of crises.
Paula Heliodoro +2 more
semanticscholar +1 more source
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
doaj +1 more source
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
Financial contagion through space-time point processes
Statistical Methods & Applications, 2020 We propose to study the dynamics of financial contagion by means of a class of point process models employed in the modeling of seismic contagion. The proposal extends network models, recently introduced to model financial contagion, in a space-time ...
G. Adelfio +3 more
semanticscholar +1 more source
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
doaj +1 more source
Bad or good neighbours: a spatial financial contagion study
Studies in Economics and Finance, 2020 Purpose The purpose of this paper is to study the evolution of financial contagion between Eurozone banks, observing the credit default swaps (CDSs) market during the period 2009–2017.
Matteo Foglia +3 more
semanticscholar +1 more source
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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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
doaj +1 more source