Search Results

A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades,
Teruyoshi Kobayashi, in Economics Letters (2014)
Keywords: Financial network; Cascades; Financial contagion; Systemic risk;

A model of financial contagion with variable asset returns may be replaced with a simple threshold model of cascades,
Teruyoshi Kobayashi, from Graduate School of Economics, Kobe University (2013)
Keywords: financial network, cascades, financial contagion, systemic risk

Investigating the Effect of Macroeconomic Variables on the Contagious Risk of Financial Distress of the Banking System (in Persian),
Barzeghar (Gholipour), Behrooz, Mirfeiz Falah Shams, Maryam Khalili Araghi and Hashem Nikomaram, in The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی و بودجه) (2023)
Keywords: Financial Helplessness, Helplessness Contagion Risk, Macroeconomic Variables, Banking System, Risk Contagion.

Contagion between United States and european markets during the recent crises,
Mª Pilar Muñoz, M.Dolores Márquez Cebrián and Josep A. Sánchez, from University Library of Munich, Germany (2011)
Keywords: Contagion, Dynamic Conditional Correlation, Financial Markets, Markov Switching Model, Time Series Factor Analysis, Macroeconomic variables

SPSPC: Stata module to create specific source or target contagion spatial effect variable for directed dyadic data,
Eric Neumayer and Thomas Plümper, from Boston College Department of Economics (2013)
Keywords: spatial data, spatial dependence, directed dyadic data, contagion

Financial Contagion: Myth or Reality?,
Reint Gropp and Philipp Hartmann, in Research Bulletin (2004)
Keywords: financial contagion

Anticipated Financial Contagion,
Toni Ahnert, Gideon DuRand and Co-Pierre Georg, from C.E.P.R. Discussion Papers (2023)
Keywords: Financial contagion

Contagion in graphons,
Selman Erol, Francesca Parise and Alexander Teytelboym, in Journal of Economic Theory (2023)
Keywords: Networks; Graphons; Contagion; Optimal seeding;

Contagion in social networks: On contagion thresholds,
Ying Ying Keng and Kiam Heong Kwa, in Applied Mathematics and Computation (2023)
Keywords: Social networks; Threshold model; Contagion; Contagion threshold; Centrality; Neighborhood inclusion;

Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem,
Patrizia Daniele, Sofia Giuffrè and Mariagrazia Lorino, in Journal of Global Optimization (2016)
Keywords: Financial problem, Variational inequality formulation, Equilibrium conditions, Dual Lagrange formulation, Deficit and surplus variables, Financial contagion

Financial Contagion,
Franklin Allen and Douglas Gale, from C.V. Starr Center for Applied Economics, New York University (1998)
Keywords: contagion; bank runs; banking; financial crisis

Contagion of Fear,
Kris Mitchener and Gary Richardson, from C.E.P.R. Discussion Papers (2020)
Keywords: Banking panics; Great depression; Contagion; Monetary deflation

Notes on contagion,
Carmen Reinhart, Graciela Kaminsky and Morris Goldstein, from University Library of Munich, Germany (2000)
Keywords: International financial contagion, trade, banks, stock markets

Contagion of Fear,
Kris James Mitchener and Gary Richardson, from CESifo (2020)
Keywords: banking panics, Great Depression, contagion, monetary deflation

Interdependence and contagion in the period of crisis,
Carolina Macagnani dos Santos, Luiz Eduardo Gaio, Tabajara Pimenta Junior and Eduardo Garbes Cicconi, in International Journal of Emerging Markets (2019)
Keywords: Emerging markets, Contagion, Interdependence

Imitation and efficient contagion,
Tristan Boyer and Nicolas Jonard, in Journal of Economic Behavior & Organization (2014)
Keywords: Networks; Imitation; Contagion;

Agency, potential and contagion,
Jonathan Newton and Damian Sercombe, in Games and Economic Behavior (2020)
Keywords: Agency; Potential; Contagion; Networks;

Contagion, Spillover, and Interdependence,
Roberto Rigobon, in Economía Journal (2019)
Keywords: Identification, heteroskedasticity, contagion

Contagion, spillover and interdependence,
Roberto Rigobon, from European Central Bank (2016)
Keywords: contagion, heteroskedasticity, identification

The contagion effect of foreclosed properties,
John P. Harding, Eric Rosenblatt and Vincent Yao, in Journal of Urban Economics (2009)
Keywords: Foreclosure Contagion Repeat Sales

Unobservable shocks as carriers of contagion,
Mardi Dungey, George Milunovich and Susan Thorp, in Journal of Banking & Finance (2010)
Keywords: Contagion Structural GARCH

Measuring sovereign contagion in Europe,
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon, in Journal of Financial Stability (2018)
Keywords: Sovereign risk; Contagion; Disintegration;

Measuring sovereign contagion in Europe,
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon, from Leibniz Institute for Financial Research SAFE (2015)
Keywords: Sovereign Risk, Contagion, Disintegration

CRISIS AND CONTAGION IN CRYPTOCURRENCY MARKET,
Bhavesh Garg, Karan Rai, Rishabh Pachoriya and Manik Thappa, in Bulletin of Monetary Economics and Banking (2023)
Keywords: COVID-19, Cryptocurrency, Wavelet, Contagion.

Contagion, spillover, and interdependence,
Roberto Rigobón, from London School of Economics and Political Science, LSE Library (2019)
Keywords: identification; heteroskedasticity; contagion

On Currency Crises and Contagion,
Marcel Fratzscher, from Peterson Institute for International Economics (2000)
Keywords: currency crises, contagion

Contagion in Stable Networks,
Spiros Bougheas, from Fondazione Eni Enrico Mattei (2017)
Keywords: Network Formation, Stability, Contagion

Contagion in Stable Networks,
Spiros Bougheas, from CESifo (2017)
Keywords: network formation, stability, contagion

Informational contagion in the laboratory,
Marco Cipriani, Antonio Guarino, Giovanni Guazzarotti, Federico Tagliati and Sven Fischer, from Bank of Italy, Economic Research and International Relations Area (2016)
Keywords: informational contagion, laboratory experiment

Contagion in Experimental Financial Markets,
Suren Vardanyan, from The Center for Economic Research and Graduate Education - Economics Institute, Prague (2016)
Keywords: asset market; contagion; experiment;

Measuring sovereign contagion in Europe,
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon, from Norges Bank (2012)
Keywords: Sovereign Risk, Contagion

Measuring Sovereign Contagion in Europe,
Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo and Roberto Rigobon, from Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School (2012)
Keywords: Sovereign Risk, Contagion

Contagion, spillover and interdependence,
Roberto Rigobon, from Bank of England (2016)
Keywords: spillovers; contagion; heteroskedasticity

Contagion in stable networks,
Spiros Bougheas, from University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2017)
Keywords: network formation, stability, contagion

Informational contagion in the laboratory,
Marco Cipriani, Sven Fischer, Antonio Guarino, Giovanni Guazzarotti and Federico Tagliati, from Federal Reserve Bank of New York (2015)
Keywords: information contagion; laboratory experiments

Contagion probability in linear threshold model,
Ying Ying Keng and Kiam Heong Kwa, in Applied Mathematics and Computation (2025)
Keywords: Social networks; Contagion; Linear threshold model; Contagion probability; Contagion threshold;

Credit risk contagion coupling with sentiment contagion,
Shanshan Jiang and Hong Fan, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Complex network; Credit risk; Risk contagion; Sentiment contagion;

CONTAGION PHENOMENA: OCCURENCE AND TRANSMISSION MECHANISMS,
Silvia Mărginean and Ramona Orastean (toma), in Revista Economica (2012)
Keywords: Contagion, globalization, international financial contagion, crises

The Inverse Contagion Problem (ICP) vs,
I. Mushkin and S. Solomon, in Physica A: Statistical Mechanics and its Applications (2017)
Keywords: Inverse contagion; False link difficulty; Contagion prediction;

Financial contagion and the real economy,
Dirk Baur, in Journal of Banking & Finance (2012)
Keywords: Contagion; Sector-specific contagion; Financial crisis; Financial crisis identification;

Contagion accounting,
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok, from European Central Bank (2020)
Keywords: contagion, fire sales, interbank networks, overlapping portfolios, stress-testing

Contagion Accounting,
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok, from Bank for International Settlements (2020)
Keywords: interbank networks, contagion, overlapping portfolios, fire sales, stress-testing

Contagion accounting,
Iñaki Aldasoro, Anne-Caroline Hüser and Christoffer Kok, from Bank of England (2020)
Keywords: Interbank networks; contagion; overlapping portfolios; fire sales; stress testing

Intersectorial contagion risk in Morocco,
Firano Zakaria and Fatine Filali adib, from University Library of Munich, Germany (2019)
Keywords: systemic risk, contagion, financial stability.

Modelling contagion of financial crises,
Weihong Huang and Zhenxi Chen, in The North American Journal of Economics and Finance (2020)
Keywords: Financial crash; Contagion; Heterogeneous agents;

Understanding bank-run contagion,
Martin Brown, Stefan Trautmann and Razvan Vlahu, from European Central Bank (2014)
Keywords: bank runs, contagion, systemic risk

Credit Contagion and Aggregate Losses,
Stefan Weber and Kay Giesecke, from Society for Computational Economics (2003)
Keywords: portfolio losses, contagion, voter model

HETEROGENEITY, CORRELATIONS AND FINANCIAL CONTAGION,
Fabio Caccioli, Thomas A. Catanach and J. Farmer, in Advances in Complex Systems (ACS) (2012)
Keywords: Contagion, network models, systemic risk

Cyber Risk Contagion,
Arianna Agosto and Paolo Giudici, in Risks (2023)
Keywords: cyber risk; contagion; autoregressive models

Strong Contagion with Weak Spillovers,
Martin Ellison, Liam Graham and Jouko Vilmunen, in Review of Economic Dynamics (2006)
Keywords: Contagion; Escape dynamics; Learning; Spillovers

Strong contagion with weak spillovers,
Martin Ellison, Liam Graham and Jouko Vilmunen, from Society for Computational Economics (2005)
Keywords: contagion, escape dynamics, learning, spillovers

Strong Contagion with Weak Spillovers,
Martin Ellison, Liam Graham and Jouko Vilmunen, from C.E.P.R. Discussion Papers (2004)
Keywords: Contagion; Escape dynamics; Learning; Spillovers

THE THEORY OF INTERNATIONAL FINANCIAL CONTAGION,
Iulia Lupu, in Studii Financiare (Financial Studies) (2012)
Keywords: contagion, financial markets, financial crisis

Financial contagion and financial lockdowns,
Gabriele Camera and Alessandro Gioffré, in Journal of Economic Behavior & Organization (2024)
Keywords: Matching models; Financial crises; Contagion;

Patterns of stability in complex contagions,
Daniel Reisinger, Fabian Tschofenig, Raven Adam, Marie Lisa Kogler, Manfred Füllsack, Fabian Veider and Georg Jäger, in Journal of Computational Social Science (2024)
Keywords: Complex contagion, Networks, Components, Stability

Risk-Sharing and Contagion in Networks,
Antonio Cabrales, Piero Gottardo and Fernando Vega-Redondo, from European University Institute (2013)
Keywords: Firm networks, Contagion, Risk Sharing

Cobreaking of Stock Prices and Contagion,
Niklas Ahlgren and Jan Antell, from Hanken School of Economics (2008)
Keywords: cobreaking; contagion; international financial markets

Contagion in networks: Stability and efficiency,
Spiros Bougheas, in Mathematical Social Sciences (2022)
Keywords: Network formation; Stability; Efficiency; Contagion;

Risk-Sharing and Contagion in Networks,
Antonio Cabrales, Piero Gottardi and Fernando Vega-Redondo, from CESifo (2014)
Keywords: firm networks, contagion, risk sharing

Financial Contagion and Financial Lockdowns,
Gabriele Camera and Alessandro Gioffré, from Chapman University, Economic Science Institute (2023)
Keywords: matching models, financial crises, contagion

Mandatory Disclosure and Financial Contagion,
Fernando Alvarez and Gadi Barlevy, from Federal Reserve Bank of Chicago (2014)
Keywords: Information; Networks; Contagion; Stress Tests

Financial Contagion and Financial Lockdowns,
Gabriele Camera and Alessandro Gioffré, from Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa (2024)
Keywords: matching models, financial crises, contagion

Reputational contagion and optimal regulatory forbearance,
Alan D. Morrison and Lucy White, from European Central Bank (2010)
Keywords: bank regulation, contagion, reputation

Looking for Contagion: the Evidence from the ERM,
Francesco Giavazzi and Carlo Favero, from C.E.P.R. Discussion Papers (2000)
Keywords: Contagion; Interdependence; Erm

Modeling Financial Contagion using Copula,
Pedro Valls Pereira and Ricardo Pires de Souza Santos, in Brazilian Review of Finance (2011)
Keywords: Contagion, Time Varying Copula

Reputational Contagion and Optimal Regulatory Forbearance,
Alan Morrison and Lucy White, from C.E.P.R. Discussion Papers (2013)
Keywords: Bank regulation; Contagion; Reputation

Empirical Modelling of Contagion: A Review of Methodologies,
Vance Martin, Brenda Gonzalez-Hermosillo,, Mardi Dungey and Renee Fry-McKibbin, from Econometric Society (2004)
Keywords: Contagion, Financial Crises

Empirical Modelling of Contagion: A Review of Methodologies,
Vance Martin, Mardi Dungey and M., from Econometric Society (2004)
Keywords: Contagion, Financial Crises

Reputational contagion and optimal regulatory forbearance,
Alan D. Morrison and Lucy White, in Journal of Financial Economics (2013)
Keywords: Contagion; Reputation; Bank regulation;

Interbank Contagion in the Dutch Banking Sector,
Iman Lelyveld and Franka Liedorp, from University Library of Munich, Germany (2005)
Keywords: interbank market; contagion; simulation

Financial Contagion and the European Debt Crisis,
Fabricio Missio and Sebastian Watzka, from CESifo (2011)
Keywords: contagion, DCC, Euro Crisis

ContagT: GAUSS module to implement a pairwise bootstrap test for contagion,
R Scott Hacker and Abdulnasser Hatemi-J, from Boston College Department of Economics (2009)
Keywords: contagion, bootstrap

Causality and contagion in peripheral EMU public debt markets: a dynamic approach,
Marta Gómez-Puig and Simon Sosvilla-Rivero, from Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales (2011)
Keywords: Sovereign bond yields, Causality, Time-varying contagion, Euro area, Peripheral EMU countries, Rendimientos bonos soberanos, Causalidad, Contagio variable en el tiempo, Eurozona, Países periféricos UEM.

Financial contagion in interbank network,
Dengbao Yao, Xiaoxing Liu and Xu Zhang, in International Journal of Monetary Economics and Finance (2016)
Keywords: contagion effects; interbank networks; contagion probability; contagion index; financial contagion; banking industry; default contagion; bank defaults; bank failure; net worth; outside assets; network connectivity.

Global Financial Crisis, Financial Contagion, and Emerging Markets,
Gulcin Ozkan and Filiz Unsal, from International Monetary Fund (2012)
Keywords: WP;financial crisis;exchange rate; sudden stops; emerging markets; domestic economy; monetary policy; foreign economy; interest rate; economic activity; home economy variable; foreign currency; current account; business cycle; Conventional peg; Self-employment; Exchange rate arrangements; Financial contagion; Global

A Markov Chain Model for Contagion,
Angelos Dassios and Hongbiao Zhao, in Risks (2014)
Keywords: risk model; contagion risk; bivariate point process; Markov chain model;discretised dynamic contagion process; dynamic contagion process

A Markov chain model for contagion,
Angelos Dassios and Hongbiao Zhao, from London School of Economics and Political Science, LSE Library (2014)
Keywords: risk model; contagion risk; bivariate point process; Markov chain model; discretised dynamic contagion process; dynamic contagion process

Mitigating Contagion Risk by ESG Investing,
Roy Cerqueti, Rocco Ciciretti, Ambrogio Dalò and Marco Nicolosi, in Sustainability (2022)
Keywords: ESG investing; contagion risk; market impact; network; indirect contagion

Contagion at Work,
Anna Houštecká, Dongya Koh and Raul Santaeulalia-Llopis, from Barcelona School of Economics (2020)
Keywords: Contagion, flu, employment, unemployment, Occupations, industry, gradient, exposure, human contact, vaccines, lockdown, policy, macroeconomics

CONTAGION IN HETEROGENEOUS FINANCIAL NETWORKS,
Yuanying Guan and Micah Pollak, in Advances in Complex Systems (ACS) (2016)
Keywords: Contagion, network models, systemic risk, financial crisis

Was There a Contagion during the Asian Crises?,
Hossein Kazemi and Ayla Ogus Binatli, from University Library of Munich, Germany (2012)
Keywords: Financial Crises; Contagion; Global Stock Returns and Volatility

Imitation and Efficient Contagion,
Tristan Boyer and Nicolas Jonard, from University Library of Munich, Germany (2010)
Keywords: imitation, contagion, regular graphs, local interaction game

Realized correlation analysis of contagion,
Dimitrios I. Vortelinos, in The Quarterly Review of Economics and Finance (2016)
Keywords: Contagion; Cost-of-carry; Asymmetries; Heterogeneity; Jumps; Liquidity;

A model for the contagion and herding,
Marco Antonio Leonel Caetano and Takashi Yoneyama, in Physica A: Statistical Mechanics and its Applications (2011)
Keywords: Contagion; Herding; PSO; Artificial intelligence; Modeling;

Social contagions with heterogeneous credibility,
Wei Wang, Xiao-Long Chen and Lin-Feng Zhong, in Physica A: Statistical Mechanics and its Applications (2018)
Keywords: Complex networks; Social contagions; Heterogeneous credibility;

Social contagion with negative feedbacks,
Zhongyuan Ruan, Lina Zhang, Xincheng Shu and Qi Xuan, in Physica A: Statistical Mechanics and its Applications (2022)
Keywords: Social contagion; Complex networks; Threshold model;

Crises, contagion and cross-listings,
Nandini Chandar, Dilip K. Patro and Ari Yezegel, in Journal of Banking & Finance (2009)
Keywords: Cross-listing Currency crisis Contagion Market segmentation

Fluctuating attention and financial contagion,
Michael Hasler and Chayawat Ornthanalai, in Journal of Monetary Economics (2018)
Keywords: Learning; Attention to news; Contagion; Return and volatility spillovers;

Mandatory disclosure and financial contagion,
Fernando Alvarez and Gadi Barlevy, in Journal of Economic Theory (2021)
Keywords: Information; Networks; Contagion; Disclosure; Stress tests;

Sovereign risk contagion in the Eurozone,
Norbert Metiu, in Economics Letters (2012)
Keywords: Contagion; Credit event; Sovereign risk; Value-at-Risk;