Results 51 to 60 of about 115,140 (331)
Financial crises and financial contagion in Japan
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.
openaire +3 more sources
Financial Contagion of the Russian Economy: Intersectoral Aspect
The 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
doaj +1 more source
Partially Overlapping Ownership and Contagion in Financial Networks
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
doaj +1 more source
Contagion in the Euro Area Sovereign Bond Market
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
doaj +1 more source
Descriptive epidemiology of dermatophytosis in rodents
Rodents are among hosts of dermatophyte that can transfer the disease to human and other animals. A total of 163 rodents including rabbits, guinea pigs, and hamsters suspecting having dermatophytosis were sampled by scraping skin lesions. Direct microscopic examination, culture, and polymerase chain reaction were done to evaluate dermatophytosis and ...
Donya Nikaein+4 more
wiley +1 more source
Stability Analysis of Assessing Financial Contagion due to Overlapping Portfolios Risk Model based on Mont Carlo Simiulation [PDF]
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
doaj +1 more source
Impact of credit default swaps on financial contagion [PDF]
It had been believed in the conventional practice that the risk of a bank going bankrupt is lessened in a straightforward manner by transferring the risk of loan defaults. But the failure of American International Group in 2008 posed a more complex aspect of financial contagion. This study presents an extension of the asset network systemic risk model (
arxiv +1 more source
Estimating the impact of supply chain network contagion on financial stability [PDF]
Realistic credit risk assessment, the estimation of losses from counterparty's failure, is central for the financial stability. Credit risk models focus on the financial conditions of borrowers and only marginally consider other risks from the real economy, supply chains in particular. Recent pandemics, geopolitical instabilities, and natural disasters
arxiv
Contagion in financial systems: A Bayesian network approach [PDF]
We develop a structural default model for interconnected financial institutions in a probabilistic framework. For all possible network structures we characterize the joint default distribution of the system using Bayesian network methodologies. Particular emphasis is given to the treatment and consequences of cyclic financial linkages.
arxiv +1 more source
Contagion dynamics on financial networks * [PDF]
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
openaire +2 more sources