Results 51 to 60 of about 1,892,325 (135)

Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica

Lecturas de Economía, 2012
Contagio financiero: una metodología para su evaluación mediante coeficientes de dependencia asintótica   Resumen: Se presenta una metodología reciente para la detección del contagio financiero basada en coeficientes de dependencia asintótica.
Jorge Uribe
doaj   +1 more source

The Credit Risk Contagion Mechanism of Financial Guarantee Network: An Application of the SEIR-Epidemic Model

Complexity, 2022
Financing guarantee is an important means and key link to solve the financing difficulties of small- and medium-size enterprises (SMEs). However, while financial guarantees alleviate the financing difficulties of SMEs, the complex guarantee relationships
Guojian Ma, Juan Ding, Youqing Lv
doaj   +1 more source

Crises and Contagion in Equity Portfolios

Economies
We examine the international impact of recent financial crises on contagion dynamics within international equity portfolios. First, we highlight the importance of macroeconomics for portfolio weighting for each region, and then we examine contagion via a
Christos Floros, Dimitrios Vortelinos, Ioannis Chatziantoniou   +2 more
doaj   +1 more source

Are the global real estate markets contagious?

International Journal of Strategic Property Management, 2012
The aim of this paper is to investigate the contagion across real estate markets of four countries: Hong Kong, China, U.S. and U.K., during the financial tsunami in 2008. We use the Forbes-Rigobon test, the coskewness test and the cokurtosis test.
Eddie C. M. Hui, Ka Kwan Kevin Chan
doaj   +1 more source

The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets [PDF]

, 2009
Natural disasters may inflict significant damage upon international financial markets. Using 33 international stock indexes and exchange rates, this paper examines if any contagion occurred across financial markets after the March 11, 2011 Japanese ...
Simplice A., Asongu
core   +4 more sources

Ripple-Spreading Network of China’s Systemic Financial Risk Contagion: New Evidence from the Regime-Switching Model

Complexity
A better understanding of financial contagion and systemically important financial institutions (SIFIs) is essential for the prevention and control of systemic financial risk.
Beibei Zhang, Xuemei Xie, Xi Zhou
doaj   +1 more source

Financial contagion in the US, European and Chinese stock markets during global shocks

Journal of New Economy
Under globalisation, integration, and financialisation of national economies, the financial markets’ interdependence tends to swell, which increases the probability of financial disturbances spreading between countries, especially during global shocks ...
Marina Yu. Malkina
doaj   +1 more source

Short-Term Liquidity Contagion in the Interbank Market

Cuadernos de Economía, 2019
We implement a modified version of DebtRank to recursively measure the contagion effects caused by the default of a selected financial institution. In our case contagion is a liquidity issue, measured as the decrease in financial institutions’ short-term
Carlos León, Constanza Martínez-Ventura, Freddy Cepeda-López   +2 more
doaj   +1 more source

The domino effect of silicon valley Bank's bankruptcy and the role of FED's monetary policy

Borsa Istanbul Review
This paper examines the spillover effects of bankruptcy by important tech industry banks—Silicon Valley Bank (SVB), Silvergate Bank, and Signature Bank—on the top 10 institutions in the MSCI Bank Index and the role that monetary policy by the US Federal ...
Elif Erer, Deniz Erer
doaj   +1 more source

Financial Institutions, Financial Contagion, and Financial Crises [PDF]

This paper endogenizes financial contagion and financial crises from financial institutions. We show that financial crises can emanate from financial institutions which generate soft-budget constraints (SBC).
Chenggang Xu, Haizhou Huang
core   +3 more sources