Results 61 to 70 of about 1,892,325 (135)
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
core +4 more sources
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
core
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
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
core
Coordination Failure and Financial Contagion [PDF]
This paper explores a unique equilibrium model of ''informational'' financial contagion. Extending the global game model of Morris and Shin (1999), I show that the failure of a single firm can trigger a chain of failures merely by affecting the behavior ...
Michael Manz
core
Assessing contagion in oil markets across eight crisis episodes
Energy Strategy ReviewsThis study investigates contagion across oil markets in 22 countries during eight crisis episodes from 2007 to 2023 using linear, asymmetric, and extremal dependence tests alongside network analysis.
Baiyu Liu +3 more
doaj +1 more source
International capital flows and transmission of financial crises [PDF]
This paper proposes a model encompassing alternative views of contagion by highlighting the different channels of transmission of financial crises in an unifying framework.
Aditya Goenka, Melisso Boschi
core
Tree Networks to Assess Financial Contagion
Economic Modelling, 2019 We proposes a two-layered tree network model that decomposes financial contagion into a global component, composed of inter-country contagion effects, and a local component, made up of inter-institutional contagion channels.
D. Ahelegbey, Paolo Giudici
semanticscholar +1 more source