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Simulation of contagion in the stock markets using cross-shareholding networks : a case from an emerging market
Dastkhan, Hossein; Gharneh, Naser Shams - In: Computational economics 53 (2019) 3, pp. 1071-1101
Persistent link: https://www.econbiz.de/10012135110
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Simulation of Contagion in the Stock Markets Using Cross-Shareholding Networks : A Case from an Emerging Market
Dastkhan, Hossein - 2019
In recent years, simulation of contagion in financial markets is one of the main concerns of the economic and finance researchers and policy makers in order to analyze the effects of different shocks on the contagion. In this paper, we introduce a simulation model to analyze the contagion in...
Persistent link: https://www.econbiz.de/10012895279
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Financial linkage via idiosyncratic shocks : a case in an emerging market
Dastkhan, Hossein; Rad, Hanieh Salehi - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 10, pp. 3347-3361
Persistent link: https://www.econbiz.de/10014321101