financial system to minimize potential contagion losses. Building on ideas from combinatorial optimization tailored to … controlling contagion in case of complete information about an interbank network, we augment the model with three plausible types … contagion losses and the policy authority's ability to control them depend on the assumed fire sale mechanism and the fiscal …

This paper presents a canonical, econometric model of contagion and investigates the conditions under which contagion … the solution is not unique, and for sufficiently large values of the contagion coefficients it has interesting bifurcation … contagion effects in the presence of inter-dependencies the equations for the individual markets or countries must contain …

is particularly important. For example, our data show that stock-bond contagion is approximately as frequent as flight to …

This paper analyzes the contagion effects associated with the failure of Silicon Valley Bank (SVB) and identifies bank …

of individual bond markets in recent years has been impressive, the threat of financial contagion to emerging Asian bond …

aggravating financial instability. In the EU and more specifically the Euro Area, multiple channels of spillovers and contagion …