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Tracing Contagion Risk : From Crypto or Stock?

Dong, Stephanie; Fang, Vivian W.; Lin, Wenwei - 2023

The increasing crypto-stock comovement has spurred concerns over digital assets’ ripple effects and systemic risks. We closely examine this comovement and report two findings. First, the crypto-stock correlation hovered around zero before March 2020 but increased strikingly after. This shift...

Persistent link: https://www.econbiz.de/10014253915

Liquidity Pools, Risk Sharing, and Financial Contagion

Saez, Lawrence; Shi, Xianwen - 2004

, we also provide a claim structure called liquidity pool that can both achieve risk sharing and prevent financial …

Persistent link: https://www.econbiz.de/10014073409

Statistical arbitrage and risk contagion

Gao, Xing; Ladley, Dan - In: Journal of economic dynamics & control 144 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013543138

Measurement and contagion modelling of systemic risk in China's financial sectors : evidence for functional data analysis and complex network

Tian, Sihua; Li, Shaofang; Gu, Qinen - In: International review of financial analysis 90 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014470541

A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets

Zheng, Yanting; Luan, Xin; Xin, Lu; Liu, Jiaming - In: International review of financial analysis 90 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014470629

The determinants of systemic risk contagion

Sencer Atasoy, Burak; Ozkan, Ibrahim; Erden, Lütfi - In: Economic modelling 130 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014451156

Systemic risk and financial networks

Li, Bingqing; Zhang, Xiaoyuan - In: The quarterly review of economics and finance 94 (2024), pp. 25-36

Persistent link: https://www.econbiz.de/10014494651

News-based economic policy uncertainty and financial contagion : an international evidence

Hadhri, Sinda - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 63-76

Persistent link: https://www.econbiz.de/10014431871

Measuring the systemic risk in indirect financial networks

Cao, Jie; Wen, Fenghua; Stanley, H. Eugene - In: The European journal of finance 28 (2022) 11, pp. 1053-1098

Persistent link: https://www.econbiz.de/10013373362

Sustainability and systemic risk in EU banking regulation

De Smet, Joeri - In: Digitalisation, Sustainability, and the Banking and …, (pp. 273-294). 2023

Persistent link: https://www.econbiz.de/10013557097

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