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Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets

Kilic, Erdem - In: Economic modelling 62 (2017), pp. 51-67

Persistent link: https://www.econbiz.de/10011813162

Contagion in the European Sovereign Debt Crisis

Glover, Brent - 2014

We use a network model of credit risk to measure market expectations of the potential spillovers from a sovereign default. Specifically, we develop an empirical model, based on the recent theoretical literature on contagion in financial networks, and estimate it with data on sovereign credit...

Persistent link: https://www.econbiz.de/10013045650

Eurozone crisis and BRIICKS stock markets : contagion or market interdependence?

Ahmad, Wasim; Sehgal, Sanjay; Bhanumurthy, N. R. - In: Economic modelling 33 (2013), pp. 209-225

Persistent link: https://www.econbiz.de/10010191987

Financial crises and sudden stops : was the European monetary union crisis different?

Albonico, Alice; Tirelli, Patrizio - In: Economic modelling 93 (2020), pp. 13-26

Persistent link: https://www.econbiz.de/10012429836

Re-examining the Turkish stock market efficiency : evidence from nonlinear unit root tests

Gozbasi, Onur; Kucukkaplan, Ilhan; Nazlıoğlu, Şaban - In: Economic modelling 38 (2014), pp. 381-384

Persistent link: https://www.econbiz.de/10010419047

Is the survival of the euro area at risk? : an economic analysis of exit and contagion possibilities

Canofari, Paolo; Messori, Marcello - In: Economic modelling 69 (2018), pp. 58-66

Persistent link: https://www.econbiz.de/10012016083

Contagion : How to Measure it?

Rigobon, Roberto - 2021

The empirical literature on contagion has mainly measured the propagation of shocks across countries using daily stock markets, interest rates, and exchange rates. Several methodologies have been used for this purpose, however, the properties of the data introduces important limitations on the...

Persistent link: https://www.econbiz.de/10013243366

Dollar Funding and the Lending Behavior of Global Banks

Ivashina, Victoria - 2012

in which such banks cut dollar lending more than euro lending in response to a shock to their credit quality. Because … these banks rely on wholesale dollar funding, while raising more of their euro funding through insured retail deposits, the … dollar funding, there were significant violations of euro-dollar CIP. Moreover, dollar lending by Eurozone banks fell …

Persistent link: https://www.econbiz.de/10013098138

Optimal Currency Area : A 20th Century Idea for the 21st Century?

Aizenman, Joshua - 2016

We take stock of the history of the European Monetary Union and pegged exchange-rate regimes in recent decades. The post-Bretton Woods greater financial integration and under-regulated financial intermediation have increased the cost of sustaining a currency area and other forms of fixed...

Persistent link: https://www.econbiz.de/10012996468

Sovereign debt and systemic risk in the eurozone : a macroeconomic perspective

Popescu, Alexandra; Turcu, Camelia - In: Economic modelling 67 (2017), pp. 275-284

Persistent link: https://www.econbiz.de/10011813829

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