Results 71 to 80 of about 115,140 (331)
Susceptible‐infected‐recovered model with stochastic transmission
Canadian Journal of Statistics, EarlyView.Abstract The susceptible‐infected‐recovered (SIR) model is the cornerstone of epidemiological models. However, this specification depends on two parameters only, which results in its lack of flexibility and explains its difficulty to replicate the volatile reproduction numbers observed in practice.
Christian Gouriéroux, Yang Lu
wiley +1 more source
COVID-19 and cross-border contagion: Trade and financial flows
Research in Globalization, 2022 In this article, we examine the effects of the COVID-19 pandemic on the dynamics of contagion in the economic and financial spheres. The objective of the article is to confirm that the systemic nature of contagion risk is greater in extreme situations ...
Achraf Louati +2 more
doaj
Financial contagion and financial lockdowns
Journal of Economic Behavior & Organizationgoal 8: decent work and economic ...
Camera, Gabriele, Gioffre', Alessandro
openaire +2 more sources
‘Lex Cryptographi(c)a,’ ‘Cloud Crypto Land’ or What? – Blockchain Technology on the Legal Hype Cycle
The Modern Law Review, Volume 86, Issue 1, Page 31-66, January 2023., 2023 Based on the reception of DLT/blockchain, this article argues that legal discourse is subject to hype cycle dynamics. Thinking in hype cycle categories provides a structured way for analysing the legal implications of a particular innovation. This critical engagement with enthusiasts, sceptics and pragmatists through the different stages may help to ...
Michael Anderson Schillig
wiley +1 more source
Complexity, 2021 The global financial market shocks have intensified due to the COVID-19 epidemic and other impacts, and the impacts of economic policy uncertainty on the financial system cannot be ignored.
Zongxin Zhang, Ying Chen, Weijie Hou
doaj +1 more source
Financial Contagion and Attention Allocation [PDF]
The Economic Journal, 2012 This paper explains financial contagion between two stock markets with uncorrelated fundamentals by fluctuations in international investors’ attention allocation. We model the process of attention allocation that underlies portfolio investment in international markets using investors who face information processing constraints.
Jordi Mondria, Climent Quintana Domeque
openaire +3 more sources
International Journal of Finance &Economics, EarlyView.ABSTRACT This research aims to explore and understand the dynamic nature of volatility connectedness between BRICS stock markets and various asset price implied volatility indices through a TVP‐VAR broadened connectedness approach. Results display nontrivial dynamic connectedness in the BRICS stock markets and uncertainties in different markets during ...
Halilibrahim Gökgöz +3 more
wiley +1 more source
Financial fire sales as continuous-state complex contagion [PDF]
arXiv, 2022 Trading activities in financial systems create various channels through which systemic risk can propagate. An important contagion channel is financial fire sales, where a bank failure causes asset prices to fall due to asset liquidation, which in turn drives further bank defaults, triggering the next rounds of liquidation.
arxiv
Cross‐Border Exposures and Financial Contagion [PDF]
International Review of Finance, 2009 ABSTRACTIntegrated financial markets provide opportunities for expansion and improved risk sharing, but also pose threats of contagion risk through cross‐border exposures. This paper examines cross‐border contagion risk over the period 1999–2006.
Elahi +3 more
openaire +9 more sources
ESG Meets DeFi: Exploring Time‐Varying Linkages and Portfolio Implications
International Journal of Finance &Economics, EarlyView.ABSTRACT This study delves into the connection between Environmental, Social and Governance (ESG) indices and emerging Decentralised Finance (DeFi) assets. Specifically, it explores the ever‐changing, frequency‐based linkage between these ESG indices and innovative DeFi assets.
Shoaib Ali +3 more
wiley +1 more source