Results 51 to 60 of about 17,694 (288)

FINANCIAL CONTAGION DURING GLOBAL FINANCIAL CRISIS AND COVID–19 PANDEMIC: THE EVIDENCE FROM DCC–GARCH MODEL

open access: yesCogent Economics & Finance, 2022
This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis.
Thi Ngan Nguyen   +2 more
doaj   +1 more source

Infection Risk From Humans and Animals in the Anatomy Laboratory: A Scoping Review

open access: yesClinical Anatomy, EarlyView.
ABSTRACT Whole‐body dissection is a cornerstone of anatomy education. During and following the COVID‐19 pandemic, exposure to infectious agents and other risks of dissection were highlighted. To identify potential risks, one must have the data outlining these risks in specific situations.
Margaret A. McNulty, Elizabeth R. Agosto
wiley   +1 more source

Contagion effects of the global financial crisis in us and European real economy sectors [PDF]

open access: yesPanoeconomicus, 2014
This paper empirically investigates the contagion effects of the Global Financial Crisis (2007-2009) from the financial sector to the real economy by examining nine sectors of US and developed European region.
Kenourgios Dimitris, Dimitriou Dimitrios
doaj   +1 more source

Financial fire sales as continuous-state complex contagion [PDF]

open access: green, 2022
Tomokatsu Onaga   +2 more
openalex   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni   +2 more
wiley   +1 more source

Asymptotic independence in more than two dimensions and its implications on risk management

open access: yesCanadian Journal of Statistics, EarlyView.
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley   +1 more source

COVID-19 Pandemic and Financial Contagion [PDF]

open access: yesJournal 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.
openaire   +3 more sources

Global Financial Crisis, Financial Contagion, and Emerging Markets [PDF]

open access: yesIMF 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
openaire   +3 more sources

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

open access: yesLecturas 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

open access: yesComplexity, 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

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