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 …

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

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

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

financial sector and factors that explain why these strains lead to system-wide contagion and a possible credit crunch. Most of … that a financial crisis with its contagion within the system is caused by failures of legal, regulatory and political … crises would be reduced if appropriate institutions could be put in place Lacking appropriate institutions to avoid contagion …

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