Results 51 to 60 of about 116,218 (344)
Scientific Annals of Economics and Business, 2022 This study compared the impact of the Global Financial Crisis (GFC) and the COVID-19 pandemic on financial market contagion between developed and emerging markets.
Paul-Francois Muzindutsi +8 more
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RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS [PDF]
Mathematical Finance, 2010 We derive rigorous asymptotic results for the magnitude of contagion in a large counterparty network and give an analytical expression for the asymptotic fraction of defaults, in terms of network characteristics. Our results extend previous studies on contagion in random graphs to inhomogeneous‐directed graphs with a given degree sequence and arbitrary
Amini, H, Cont, R, Minca, A
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The Degradation of Access‐Based Business Models: Customer Misbehavior and Shared Mobility
Business Strategy and the Environment, EarlyView.ABSTRACT Access‐based services are considered one of the strategies to embed sustainability in business models. Yet, because the evolution of these business models has been overlooked, we do not know whether their promise to create triple value is sustained.
Andres Camacho, Carmen Valor
wiley +1 more source
A Network Model of Credit Risk Contagion
Discrete Dynamics in Nature and Society, 2012 A network model of credit risk contagion is presented, in which the effect of behaviors of credit risk holders and the financial market regulators and the network structure are considered.
Ting-Qiang Chen, Jian-Min He
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Stock Market Reactions to Climate Risk Events: A Systematic Literature Review and Research Agenda
Business Strategy and the Environment, EarlyView.ABSTRACT As global warming intensifies, climate risks' impact on firm value has become a critical concern for academia and investors. This systematic literature review analyzes 50 event studies in this research field, classifying them by climate risk type.
Mario Schuster, Rainer Lueg
wiley +1 more source
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
Dynamic Spillovers Between FinTech, Blockchain, and Green Finance: A Quantile Connectedness Approach
Business Strategy and the Environment, EarlyView.ABSTRACT This paper explores how financial innovation and environmental sustainability intersect by analyzing spillovers between FinTech, blockchain energy use, and green finance. Using a Quantile Vector Autoregression (QVAR) framework, we examine weekly data from 2018 to 2024 across 11 digital, environmental, and macro‐financial indices.
Mehmet Sahiner, Sisi Sung, James Devlin
wiley +1 more source
High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests [PDF]
, 2022 Goodness C. Aye +3 more
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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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