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This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis. We employ the DCC-EGARCH methodology and daily data of stock returns from 2005 to 2021 to estimate the time-varying correlations and the volatilities of stock markets.
5 de abr. de 2023 · We explore evolving research trends and hotspots in financial contagion through keywords co-occurrence and co-citation network analyses. 2,071 articles have been collected from Web of Science Core Collection database from 2005 to 2021 and been analyzed by using bibliometric methods.
12 de mar. de 2023 · Abstract. Research on financial contagion has witnessed an exponential growth over the last two decades due to increase of interdependence among financial markets of various countries. In the present study, bibliometric analysis has been employed to summarize the present status and to identify significant gaps in the prevalent literature on ...
time, the issue of financial contagion had not yet caught the attention of policymakers in either industrial or emerging-market countries (but see Kindleberger 1989). Since the East Asian crisis, however, policymakers and economists have engaged in considerable research to identify and analyze the causes of financial contagion.
Financial Contagion. R. Kollmann, F. Malherbe, in Handbook of Safeguarding Global Financial Stability, 2013 Introduction. During the recent (2007–09) financial crisis, gross domestic product (GDP) growth and stock markets collapsed simultaneously in most countries around the globe. Yet, the crisis was triggered by a financial shock in the United States, namely an unanticipated fall in US ...
31 de ene. de 2021 · I argue that ‘contagion’ is used descriptively to capture behaviour and events that escape rational economic explanation and, more importantly, highlights problems of proximity and connectivity in financial markets. While the proximity and connectivity of actors enables market efficiency, they simultaneously increase the risk of contagion.
11 de oct. de 2019 · The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This paper offers detailed and practical guidance on how to conduct a comprehensive analysis of interconnectedness and contagion for a country’s financial system under various circumstances.
