Results 51 to 60 of about 1,839,651 (256)
Network VAR Models to Measure Financial Contagion
The North American journal of economics and finance, 2020 Financial contagion among countries can arise from different channels, the most important of which are financial markets and bank lending. The paper aims to build an econometric network approach to understand the extent to which contagion spillovers ...
D. Ahelegbey, Paolo Giudici, S. Hashem
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Financial crises and financial contagion in Japan
Japanese Studies in Russia, 2023 The article analyzes the features of the financial crises in Japan in the context of using theoretical and practical approaches to financial contagion. A brief overview of the three significant financial crises observed in the period 1990–2009 is made with the identification of their causes, nature, and consequences.
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Managerial Incentives and Financial Contagion [PDF]
IMF Working Papers, 2003 This paper proposes a framework to examine the comovements of asset prices with seemingly unrelated fundamentals, as an outcome of the optimal portfolio strategies of large institutional fund managers. In emerging markets, the dominant presence of dedicated fund managers whose compensation is linked to the outperformance of their portfolio relative to ...
Sujit Chakravorti, Subir Lall
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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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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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Contagion in the Euro Area Sovereign Bond Market
Social Sciences, 2014 In the last half-decade the European Monetary Union (EMU) has experienced a growing financial instability culminating with an extended sovereign debt crisis that has hit mostly the peripheral countries.
Umberto Muratori
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Stability Analysis of Assessing Financial Contagion due to Overlapping Portfolios Risk Model based on Mont Carlo Simiulation [PDF]
مطالعات تجربی حسابداری مالی, 2019 The financial contagion and the risk of overlapping portfolios arise from the interconnected relationships and interconnections between investment institutions and markets and can threaten the stability of the entire financial network.
Alireza R ayati Shavazi +3 more
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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
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Contagion dynamics on financial networks * [PDF]
, 2019 We provide a graph theoretic background for the analysis of financial networks and review some technique recently proposed for the extraction of financial networks. We develop new measures of network connectivity, that are Von Neumann entropies and disagreement persistence index, using the spectrum of normalized Laplacian and Diplacian.
Roberto Casarin +3 more
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Capital and contagion in financial networks [PDF]
, 2013 We implement a novel method to detect systemically important financial institutions in a network. The method consists in a simple model of distress and losses redistribution derived from the interaction of banks' balance-sheets through bilateral exposures. The algorithm goes beyond the traditional default-cascade mechanism, according to which contagion
di Iasio, Giovanni +3 more
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