Modeling, analysis and mitigation of contagion in financial systems
Sign Up to like & getrecommendations! Published in 2019 at "Economic Modelling"
DOI: 10.1016/j.econmod.2018.08.007
Abstract: Recent financial turmoil (e.g., the 2008–2009 global financial crisis) has resulted in financial contagion-induced instability becoming one of the major concerns in the fields of economics and finance. In this paper, we extend the network… read more here.
Keywords: modeling analysis; analysis mitigation; contagion; mitigation contagion ... See more keywords
Financial contagion: problems of proximity and connectivity in financial markets
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Cultural Economy"
DOI: 10.1080/17530350.2021.1879211
Abstract: ABSTRACT Financial contagion is often defined as the propagation of shocks among actors in markets, while excessive correlation and interconnectivity of markets, actors or investment strategies are seen as reasons for its spread. In this… read more here.
Keywords: connectivity financial; problems proximity; contagion; financial markets ... See more keywords
Financial Contagion in the Laboratory: Does Network Structure Matter?
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Money, Credit and Banking"
DOI: 10.1111/jmcb.12563
Abstract: We design and report on laboratory experiments exploring the role of interbank network structure for the likelihood of a financial contagion. The laboratory provides us with the control necessary to precisely explore the role of… read more here.
Keywords: network structure; network; interbank; laboratory ... See more keywords
The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis
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DOI: 10.1371/journal.pone.0261835
Abstract: This study investigates the reaction of stock markets to the Covid-19 pandemic and the Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk exposures. The empirical investigation is conducted using… read more here.
Keywords: financial contagion; crisis; pandemic global; covid pandemic ... See more keywords