Similar Search Results

What is systemic risk?

Allen, Franklin; Carletti, Elena - In: Journal of money, credit and banking : JMCB 45 (2013), pp. 121-127

Persistent link: https://www.econbiz.de/10010222565

Der Einfluss von Länderratingereignissen auf den europäischen Aktienmarkt : eine branchenspezifische Analyse

Erhardt, Denise - 2016

Im Zuge der Finanzkrise haben Ratingagenturen die Bonität einiger europäischer Staaten vermehrt abgewertet, wodurch …

Persistent link: https://www.econbiz.de/10011749284

Disequilibria and contagion in financial markets : evidence from a new test

De Angelis, Luca; Gardini, Attilio - In: Journal of applied economics 18 (2015) 2, pp. 247-265

Persistent link: https://www.econbiz.de/10011554982

Lessons from financial crises : historical perspectives and theoretical concepts

Schnabel, Isabel - In: Die internationale Finanzkrise: Was an ihr ist neu, was …, (pp. 89-97). 2009

Persistent link: https://www.econbiz.de/10003916862

Liquidity risk and contagion

Cifuentes, Rodrigo (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003045019

Tackling the volatility paradox: spillover persistence and systemic risk

Kubitza, Christian - 2021 - This version: April 13, 2021

This paper proposes Spillover Persistence as a measure for financial fragility. The volatility paradox predicts that fragility builds up when volatility is low, which challenges existing measures. Spillover Persistence tackles this challenge by exploring a novel dimension of systemic risk: loss...

Persistent link: https://www.econbiz.de/10012499703

Financial Contagion in the BRICS Stock Markets : An Empirical Analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis

Pereira, Dirceu - 2018

This research analyzes and extend the study of contagion for BRICS Emerging Stock Markets in the context of the last … research tests for contagion, examining the interactions and characteristics of price movements of BRICS stock markets by … towards the occurrence of contagion phenomenon among BRICS markets during the last two crises. These ﬁndings also indicate …

Persistent link: https://www.econbiz.de/10012931029

Fire sales by euro area banks and funds : what is their asset price impact?

Mirza, Harun; Moccero, Diego; Palligkinis, Spyros; … - In: Economic modelling 93 (2020), pp. 430-444

Persistent link: https://www.econbiz.de/10012430199

Fire sales by euro area banks and funds : what is their asset price impact?

Mirza, Harun; Moccero, Diego; Palligkinis, Spyros; … - 2020

The assets under management of investment funds have soared in recent years, triggering a debate on their possible implications for financial stability. We contribute to this debate assessing the asset price impact of fire sales in a novel partial equilibrium model of euro area funds and banks...

Persistent link: https://www.econbiz.de/10012316976

Intraday industry-specific spillover effect in European equity markets

Mateus, Cesario; Chinthalapati, V. L. Raju; Mateus, … - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 278-298

Persistent link: https://www.econbiz.de/10011792059