The domino effect of silicon valley Bank's bankruptcy and the role of FED's monetary policy
Borsa Istanbul ReviewThis paper examines the spillover effects of bankruptcy by important tech industry banks—Silicon Valley Bank (SVB), Silvergate Bank, and Signature Bank—on the top 10 institutions in the MSCI Bank Index and the role that monetary policy by the US Federal ...
Elif Erer, Deniz Erer
doaj +1 more source
Financial fire sales as continuous-state complex contagion [PDF]
, 2022 Tomokatsu Onaga +2 more
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Testing the Hypothesis of Contagion using Multivariate Volatility Models [PDF]
The aim of this paper is to test whether or not there was evidence of contagion across the various financial crises that assailed some countries in the 1990s.
Marçal, Emerson F. +1 more
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The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets [PDF]
, 2009 Natural disasters may inflict significant damage upon international financial markets. Using 33 international stock indexes and exchange rates, this paper examines if any contagion occurred across financial markets after the March 11, 2011 Japanese ...
Simplice A., Asongu
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Exploring the Contagion Effect from Developed to Emerging CEE Financial Markets [PDF]
, 2023 Adriana AnaMaria Davidescu +4 more
openalex +1 more source
A Comparison of the Long Term Interdependence of Southeast Asian Equity Markets
East Asian Economic Review, 2014 The purpose of this paper is to examine the equity market crisis contagion in major Asian economic markets. A comparative assessment of Asian markets during the Asian Financial Crisis and Global Financial crisis may clearly identify the changing nature ...
Raisul Islam
doaj +1 more source
A lifeline for the weakest link? Financial contagion and network design [PDF]
In "A Lifeline for the Weakest Link? Financial Contagion and Network Design," Yaron Leitner describes how contagion can occur, explains why the threat of contagion is not necessarily a bad thing, and shows why some firms may choose to bail out other ...
Yaron Leitner
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Crisis and contagion in East Asia : nine lessons [PDF]
The authors investigate the origins of the East Asian crisis and its contagion, examine the channels of contagion, and discuss policy recommendationsThey make detailed recommendations in the context of nine general lessons learned from the East Asian ...
Kawai, Masahiro +2 more
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Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. [PDF]
Int Rev Financ Anal, 2022 Yuan Y, Wang H, Jin X.
europepmc +1 more source
Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms [PDF]
This paper investigates stock market contagion between U.S. and Asian markets. To distinguish between contagion and fundamentals-based stock price comovement, we use NYSE-traded stocks issued by Asian firms.
Inagaki, Kazuyuki, Iwatsubo, Kentaro
core