Results 71 to 80 of about 1,892,325 (135)
Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19
International Review of Financial Analysis, 2022 Ying Yuan, Haiying Wang, Xiu Jin
semanticscholar +1 more source
Financial contagion in a core-periphery interbank network
European Journal of Finance, 2019 This paper studies financial contagion in a core-periphery interbank network where core banks are large in balance sheet size while periphery banks are smaller and link only with the core banks.
Pengfei Sui, Sailesh Tanna, Dandan Zhou
semanticscholar +1 more source
A Network Model of Super-systemic Crises [PDF]
Although the financial systems of advanced countries have weathered numerous shocks in recent years, the events triggered by the sub-prime crisis of August 2007 have been “super-systemic” in scope, enveloping financial institutions across the major ...
Prasanna Gai, Sujit Kapadia
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International Review of Financial Analysis, 2022 Stefano Grillini +2 more
semanticscholar +1 more source
Time-varying Co-movements and Contagion Effects in Asian Sovereign CDS Markets
East Asian Economic Review, 2015 We investigate interconnectedness and the contagion effect of default risk in Asian sovereign CDS markets since the global financial crisis. Using dynamic conditional correlation analysis, we find that there are significant co-movements in Asian ...
Daehyoung Cho , Kyongwook Choi
doaj +1 more source
Financial contagion intensity during the COVID-19 outbreak: A copula approach
International Review of Financial Analysis, 2022 Ramzi Benkraiem +3 more
semanticscholar +1 more source
EVOLUTION OF FINANCIAL CONTAGION IN THE CONTEXT OF THE EUROPEAN DEBT CRISIS
Финансы: теория и практика, 2017 This paper aims to study changes in the effect of financial contagion in the Eurozone during the European DebtCrisis. The results of the study show that the strength of institutional connections on the interbank level had decreased, while on the ...
V. E. Rasskazov
doaj +1 more source
This note reviews the theories as to why financial crises spill over across national boundaries. We discuss alternative frameworks ranging from bilateral trade links to more complex financial interconnections via banks and other investors.
Goldstein, Morris +2 more
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Financial contagion effects of major crises in African stock markets
International Review of Financial Analysis, 2022 Jaliyyah Bello, Jiaqi Guo, M. K. Newaz
semanticscholar +1 more source
Regional Financial Interlinkages and Financial Contagion within Europe [PDF]
The ongoing global financial turmoil has increased the importance of understanding the potential spillover effects brought about by financial interlinkages.
Karl Driessen +2 more
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