Results 71 to 80 of about 1,839,651 (256)
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
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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
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Contagion: a misnomer for financial crisis [PDF]
Journal of Public Health, 2013 It has become commonplace to call the financial institutions at the centre of the most recent financial crisis ‘too big to fail’. This is a misnomer, as institutional size simply happens to be correlated with what really matters: interconnectedness. A big bank that operates in a vacuum is a danger only to itself and its immediate creditors.
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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
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A Network Model of Credit Risk Contagion
Discrete Dynamics in Nature and Society, 2012 A network model of credit risk contagion is presented, in which the effect of behaviors of credit risk holders and the financial market regulators and the network structure are considered.
Ting-Qiang Chen, Jian-Min He
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Financial Contagion and Attention Allocation [PDF]
SSRN Electronic Journal, 2006 This paper explains financial contagion between two independent stock markets by fluctuations in international investors' attention allocation. I model the process of attention allocation that underlies portfolio investment in international markets using rationally inattentive agents.
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International Financial Integration and Crisis Contagion [PDF]
The Review of Economic Studies, 2014 AbstractInternational financial integration helps to diversify risk but also may spread crises across countries. We provide a quantitative analysis of this trade-off in a two-country general equilibrium model with collateral-constrained borrowing using a global solution method.
Devereux, Michael B, Yu, Changhua
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Contagion in International Stock Markets during the Sub Prime Mortgage Crisis
International Journal of Economics and Financial Issues, 2011 The sub prime mortgages crises took place in July, 2007 in US which causes the large scare in the global financial markets, and the international stock and foreign market suffer heavy shock.
Hsien-Yi Lee
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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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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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