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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 and can occur at domestic or international levels. It can affect goods, services, labor, and capital goods across markets connected by monetary and financial systems. Learn how financial contagion occurs, its implications for portfolio management, trading, and policy, and see examples of recent events.
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...
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] .
21 de jul. de 2003 · We first review the different definitions and measures of contagion adopted by the literature. We then use a simple multi-country asset pricing model to classify the main elements of the current debate on contagion and provide a stylized account of how a crisis in one country can spread to the world economy.
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.
5 de abr. de 2023 · Abstract. 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.
6 de may. de 2017 · Financial contagion is the most typical manifestation and characteristic of financial systemic risk, which always exhibits as the spread of financial distress from one market, asset class, or geographical region to others continued unabatedly (see, e.g., Kolb 2011 ).
