Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. [PDF]
J Econ Asymmetries, 2021 Zorgati I, Garfatta R.
europepmc +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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Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. [PDF]
Econ Model, 2021 Wang H, Yuan Y, Li Y, Wang X.
europepmc +1 more source
International contagion - implications for policy [PDF]
The authors try to identify and evaluate the public policy implications of financial crises. In this model, financial contagion can be driven by a combination of fundamentals and by self-fulfilling market expectations.
Chang, Roberto, Majnoni, Giovanni
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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
Financial contagion of German industrial enterprises during the 2021–2023 global energy crisis
УправлениеThe relevance of the study is justified by the importance of capturing and assessing the financial contagion transmission in crisis for the purposes of identifying risks in the financial market, as well as for the industrial sector management at the ...
A. M. Terekhov, A. O. Ovcharov
doaj +1 more source
European Financial Markets Exposed to Exogenous Shocks: Communication Dynamics Among Investors and Tech Models to Detect Financial Contagion [PDF]
Revista de Studii FinanciareBrexit, the Covid Pandemic and the Russia-Ukraine War represent the latest three major global events that have demonstrated that financial contagion is a phenomenon that needs careful study because its global effects can cause unprecedented shocks to ...
Cecilia Ciocîrlan +2 more
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Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective [PDF]
, 2021 Minseog Oh, Donggyu Kim
openalex +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 in Emerging Markets: Evidence from the Middle East and North Africa [PDF]
The purpose of this paper is to investigate vulnerability to financial contagion in a set of expanding emerging markets of the Middle East and North Africa, during seven episodes of international financial crisis.
Brian Lucey, Thomas Lagoarde-Segot
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