Results 61 to 70 of about 17,694 (288)
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
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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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European Journal of Social Psychology, EarlyView.ABSTRACT Citizens’ responses to policies depend on narrative meaning‐making. Through the lens of the COVID‐19 pandemic in Ecuador, this study addresses calls for increased insights into how processes of responding to government measures function during societal crises and ruptures.
Ella Marie Sandbakken
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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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European Journal of Social Psychology, EarlyView.ABSTRACT This study examines the interplay between language and social connectedness in forming opinion‐based groups on social media. Drawing on small‐world theory and social identity theory, we propose a dual‐layer approach that combines semantic and network analysis to investigate the dynamics of group formation on X/Twitter during the 2021 COVID‐19 ...
Davide Morselli +8 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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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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European Journal of Social Psychology, EarlyView.ABSTRACT Theories of interpersonal sensemaking postulate that positive interactions emerge in interactions where speakers match on motivational frames. Across three experiments (N = 1609) using a hypothetical simulation framework, we provide the first evidence of a causal link between motivational frame matching and positive interaction outcomes in ...
Mattias Sjöberg +2 more
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