contagion effect on the surviving financial institutions. The empirical analysis indicates that (i) the collateral damages were …

From a sample of commercial banks in Asia Pacific over the 1994-2009 period, this study highlights that banks in less …

reveal speed changes in the studied phenomenon. In the goal to establish these changes, one shall compute first the wavelet …

This paper aims to study the contagion effects of the subprime financial crisis on the real economy of the USA. The … contagion of this crisis is measured by increased linkages between markets after a shock has taken place (the stock market …

Within a forward forecast test on Dynamic Conditional Correlation (DCC), we investigate the contagion of the subprime … will employ "One step" and "N-step" forecast test to check the contagion effect. The results we have found show the … categories of contagion, ''positive'' and ''negative'' among different markets. …

The aim of this paper is to study the contagion effects of the subprime financial crisis on the real economy of … developed countries. The contagion of this crisis will be measured by increased linkages between markets after a shock has taken …

système financier. Dans cette étude, nous examinons si l'évaluation à la juste valeur est associée à une contagion au sein du … positive entre un régime comptable à la juste valeur et la contagion au sein du secteur bancaire pendant les périodes d …

. Le second, indirect, est associé au risque de contagion régionale, via les effets de spillover et le canal du créancier … bancaires et peuvent être victimes de phénomènes de contagion régionale. …

concept of contagion, then we introduce some parametric models used to detect the contagion phenomenum, then we introduce some …