Showing 1 - 10 of 11,948
Utilizing cross-correlation-based Planar Maximally Filtered Graph, and conditional Value-at-Risk-based extreme risk spillover network approaches, we analyze the structure and dynamics of price contagion and risk transmission between different commodity groups in the global commodity futures...
Persistent link: https://www.econbiz.de/10013299352
This paper will propose a plan to reform international finance – the World Financial Authority (WFA) Plan. Under such a … effective, regaining traction and preventing contagion. A central instrument to this end is the creation of the World Financial …
Persistent link: https://www.econbiz.de/10013095450
This paper investigates and tests the role of regional exposures in financial contagion from advanced to emerging market economies through the global banking network using data on cross-border bilateral bank claims and liability positions. We first examine whether an economy can become more...
Persistent link: https://www.econbiz.de/10011856333
failed to effectively predict and respond to real-world financial crises? The answer, as this challenging book shows, is that …
Persistent link: https://www.econbiz.de/10012930036
This paper examines how structural policies can influence a country's risk of suffering financial turmoil. Using a panel of 184 developed and emerging economies from 1970 to 2009, the empirical analysis examines which structural policies can affect financial stability by either shaping the...
Persistent link: https://www.econbiz.de/10013102361
Finanzkrise vorgeschlagen oder bereits politisch umgesetzt worden sind. …
Persistent link: https://www.econbiz.de/10003922564
correlation between or among affected domains - financial instruments, firms, markets, economies, countries, regions, or the world …
Persistent link: https://www.econbiz.de/10013008177
We combine data on international trade linkages with a network approach to map the global trading system as an … financial crisis. We find that a crisis is amplified if the epicenter country is better integrated into the trade network … global trade network provides us with an improved explanation of financial contagion …
Persistent link: https://www.econbiz.de/10014061393
During the recent financial crisis the linkages between banks, public finances and the real economy were one of the important issues. The feedback and cross effects have shown their importance, and evidenced the need for more complete models that include circular feedbacks, cross linkages and...
Persistent link: https://www.econbiz.de/10013048568
document that contagion is increasing with trade credit usage, customer shock exposure, and cost of bankruptcy resolution …
Persistent link: https://www.econbiz.de/10013215142