Results 51 to 60 of about 114,583 (229)
COVID-19 Pandemic and Financial Contagion [PDF]
Journal of Risk and Financial Management, 2020 The original contribution of this paper is to empirically document the contagion of the Covid-19 on financial markets. We merge databases from Johns Hopkins Coronavirus Center, Oxford-Man Institute Realized Library, NYU Volatility Lab, and St-Louis Federal Reserve Board.
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Global Financial Crisis, Financial Contagion, and Emerging Markets [PDF]
IMF Working Papers, 2012 The recent global financial crisis was the first in recent history that was triggered by problems in the financial system of the mature economies. Existing work on financial crisis in emerging market countries, however, almost exclusively focus on the role of financial frictions in the domestic economy.
F. Gulcin Ozkan, Filiz D Unsal
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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
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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
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Crises and Contagion in Equity Portfolios
EconomiesWe 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 +2 more
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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
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ComplexityA 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
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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 +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.
Billio Monica +3 more
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Financial contagion in the US, European and Chinese stock markets during global shocks
Journal of New EconomyUnder 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
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