Similar Search Results

What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market

Kalotychou, Elena - 2014

sovereigns within the region and in the rest of the world. Although a few events had effects that were global in scope, we find …

Persistent link: https://www.econbiz.de/10013055684

High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system

Liu, Bing-Yue; Fan, Ying; Ji, Qiang; Hussain, Nazim - In: Energy economics 105 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013201958

Dynamic identification of systemically important financial markets in the spread of contagion : a ripple network based collective spillover effect approach

Su, Zhi; Xu, Fuwei - In: Journal of multinational financial management 60 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012794690

Volatility spillovers and systemic risk across economies : evidence from a global semi-structural model

Gómez-Pineda, Javier G. - 2018 - This version: September 5, 2017

The paper presents some evidence on the overwhelming relevance of systemic risk and the lesser importance of US interest rates in the global transmission of shocks. This evidence suggests that the literature could benefit from incorporating global confidence variables into global frameworks in...

Persistent link: https://www.econbiz.de/10011927550