Clerc, Laurent; Giovannini, Alberto; Langfield, Sam; … - 2016
contagion - namely macroprudential liquidity regulation; restrictions on margins and haircuts; and information disclosure. … possible channel of contagion from the infected region to the rest of the world. Focusing on, say, the incidence of close human … can become big and global. Much of the empirical finance literature has focused only on "direct" contagion arising from …