Results 81 to 90 of about 2,557,645 (288)
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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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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Business Strategy and the Environment, EarlyView.ABSTRACT Chief executive officers (CEOs) play a pivotal role in shaping public discourse on climate change through social media, yet how their language use affects the effectiveness of climate‐related posts remains unclear. Drawing on schema‐congruity theory and leader role expectations, we conceptualize certainty in language as congruent and anxiety ...
Ellen Weber +4 more
wiley +1 more source
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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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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Complexity, 2022 Financing guarantee is an important means and key link to solve the financing difficulties of small- and medium-size enterprises (SMEs). However, while financial guarantees alleviate the financing difficulties of SMEs, the complex guarantee relationships
Guojian Ma, Juan Ding, Youqing Lv
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Contagion in Financial Networks: A Threat Index [PDF]
SSRN Electronic Journal, 2015 This paper proposes to measure the spillover effects that cross liabilities generate on the magnitude of default in a system of financially linked institutions. Based on a simple model and an explicit criterion—the aggregate debt repayments—the measure is defined for each institution, affected by its characteristics and links to others. These measures—
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Business Strategy and the Environment, EarlyView.ABSTRACT Governments and corporations can capitalise on improvements in Sovereign Credit Ratings (SCRs) by promoting environmentally friendly policies and developing infrastructure to achieve sustainable economic growth. Alternatively, they may choose to follow a ‘race to the bottom’ approach.
Muhammad Suhail Rizwan +2 more
wiley +1 more source
Financial contagion and financial lockdowns
Journal of Economic Behavior & Organizationgoal 8: decent work and economic ...
Camera, Gabriele, Gioffre', Alessandro
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Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source