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Focused issue: Financial instability, supervision and central banks

Vilmunen, Jouko (contributor) - 2008

Persistent link: https://www.econbiz.de/10003786298

Contagion in international bond markets during the Russian and the LTCM crises

Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: Journal of financial stability 2 (2006) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10003779046

Are twin currency and debt crises special?

Bauer, Christian; Herz, Bernhard; Karb, Volker - In: Journal of financial stability 3 (2007) 1, pp. 59-84

Persistent link: https://www.econbiz.de/10003779406

Financial contagion : evolutionary optimisation of a multinational agent-based model

Caporale, Guglielmo Maria (contributor); … - 2008

Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during a crisis are referred to as financial contagion. We simulate crisis transmission in the context of a model of market participants...