studying contagion cross country and cross market. Our research based on the twin sovereign-banking crisis evolution of the … both banking and sovereign sectors within EMU in conjunction with the UK/US. We evaluate and compare contagion …/interdependence cross-country and cross-market. Our results err on the side of interdependence within EMU as expected; contagion has been …

This paper addresses the following questions. Is there evidence of financial contagion in the Eurozone? To what extent … matter concerning the Euro Zone. Second, differences in vulnerability to contagion within the Eurozone are even more … remarkable: the core Eurozone members become less vulnerable to EUZ contagion, possibly due to a safe-heaven effect, while …

We develop an operational model of information contagion and show how it may be integrated into a mainstream, top … quantify this contagion channel in the context of the Bank of Canada's model of the Canadian banking system and a stress …