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18 de mar. de 2023 · Financial contagion is the spread of an economic crisis from one market or region to another, often affecting financial institutions and economies. Learn how contagion occurs, what causes it, and what policies are used to prevent or mitigate it.
Abstract. Financial contagion is modeled as an equilibrium phenomenon. Because liquidity preference shocks are imperfectly correlated across regions, banks hold interregional claims on other banks to provide insurance against liquidity preference shocks.
Financial contagion refers to "the spread of market disturbances – mostly on the downside – from one country to the other, a process observed through co-movements in exchange rates, stock prices, sovereign spreads, and capital flows". [1] .
1 de jul. de 2022 · This paper provides a review of conceptual approaches to studying financial contagion at four levels of information transmission: (i) Catalyst of contagion; (ii) Media attention; (iii) Spillover effect at financial markets; (iv) Macroeconomic fundamentals.
21 de jul. de 2003 · A Primer on Financial Contagion. Marcello Pericoli, Massimo Sbracia. First published: 21 July 2003. https://doi.org/10.1111/1467-6419.00205. Citations: 433. PDF. Tools. Share. Abstract. This paper presents a theoretical framework to highlight possible channels for the international transmission of financial shocks.
5 de abr. de 2023 · The current research mainly focuses on understanding the causes and consequences of past financial crises and recessions, examining the network effects of banks and other important financial institutions on risk contagion, developing new systematic approaches to modelling financial contagion, and providing empirical evidences for financial conta...
1 de dic. de 2022 · Financial contagion drivers during recent global crises. JuliánPinedaa, Lina M.Cortésa, JavierPeroteb. Show more. Add to Mendeley. https://doi.org/10.1016/j.econmod.2022.106067Get rights and content. Highlights. •. Evidence is unveiled of financial contagion/herd behavior during the three crises. •.
