Results 41 to 50 of about 18,306 (304)
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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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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Financial Market Contagion [PDF]
, 2008 The power of the metaphor of contagion—that beliefs, actions, and strategies spread among economic agents like pathogens among biological organisms— causes it to recur in disparate areas of economics. This article focusses on four applications of contagion to economics: social influence or memoryless learning; Bayesian social learning; strategy choice ...
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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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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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Mutual Information Based Analysis for the Distribution of Financial Contagion in Stock Markets
Discrete Dynamics in Nature and Society, 2017 This paper applies mutual information to research the distribution of financial contagion in global stock markets during the US subprime crisis. First, we symbolize the daily logarithmic stock returns based on their quantiles.
Xudong Wang, Xiaofeng Hui
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How Likely Is Contagion in Financial Networks? [PDF]
SSRN Electronic Journal, 2013 Interconnections among financial institutions create potential channels for contagion and amplification of shocks to the financial system. We estimate the extent to which interconnections increase expected losses, with minimal information about network topology, under a wide range of shock distributions.
Paul Glasserman, Peyton Young
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Contagion in Commodity Markets under Financial Stress
Финансы: теория и практикаThe relevance of the study is due to the fact that in the conditions of the financialization of the economy, shocks arising in one market can spread rapidly and intensively to other markets, generating the effects of financial contagion.
M. Yu. Malkina
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Financial contagion in investment funds
CoRR, 2016 Many new models for measuring financial contagion have been presented recently. While these models have not been specified for investment funds directly, there are many similarities that could be explored to extend the models. In this work we explore ideas developed about financial contagion to create a network of investment funds using both cross ...
Leonardo dos Santos Pinheiro +1 more
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