Results 41 to 50 of about 1,839,651 (256)
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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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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P2P Lending Risk Contagion Analysis Based on a Complex Network Model
Discrete Dynamics in Nature and Society, 2016 This paper analyzes two major channels of P2P lending risk contagion in China—direct risk contagion between platforms and indirect risk contagion with other financial organizations as the contagion medium.
Qi Wei, Qiang Zhang
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Financial Firm Bankruptcy and Contagion [PDF]
SSRN Electronic Journal, 2012 The Lehman bankruptcy highlights the potential for interconnectedness to cause negative externalities through counterparty contagion, but the externalities may also arise from information contagion. We examine contagion from troubled financial firms and find that counterparty contagion is greater during recessions and in cases of riskier firms and ...
Jean Helwege, Gaiyan Zhang
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Behavioral Finance and Financial Contagion: The Evidence of DCC-MGARCH Model From 63 Equity Markets
International Journal of Economics and Financial Issues, 2017 The paper aims to test the existence of financial contagion between foreign stock markets of several emerging and developed countries during the U.S subprime crisis.
Mariem Talbi, Adel Boubaker, Saber Sebai
doaj +4 more sources
The Impact of industry's features on financial risk contagion of Companies Listed in Tehran Stock Exchange [PDF]
مدلسازی اقتصادسنجی, 2020 The correlation between market movements and returns is an important issue in risk management and investment portfolio strategies. Investors who try to diversify their assets in regional markets pay special attention to communications between financial ...
Mohammad Ghadamyari +1 more
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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
Vance L. Martin +4 more
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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.
Augusto Hasman +3 more
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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
semanticscholar +1 more source
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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