potentialearly warning indicators that are suggested by theory. Alongsideothers, these candidate indicators are tested in …

This dissertation describes different conceptions of economic crises and different conceptions of contagion effects …. There is a survey of theoretical and empirical studies concerning contagion effects on financial markets. A theoretical … model describes a single contagion mechanism caused by information updating by investors. There is further an investigation …

-level data on home mortgages and corporate loans. Our difference-indifference analysis indicates that after the bailout, bailed …

This paper builds a general test of contagion in financial markets based on bivariate correlation analysis – a test … that can be interpreted as an extension of the normal correlation theorem. Contagion is defined as a structural break in … contagion is successful in controlling for a potential bias induced by changes in the variance of global shocks, current tests …

transmission mechanism in Slovakia. Subject to various sensitivity checks, we find that contractionary monetary policy shock has a … policy shock on Slovak prices is more powerful than that of the National Bank of Slovakia. Slovak central bank interest rate …