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Financial integration, specialization and systemic risk
Fecht, Falko (contributor); Grüner, Hans Peter (contributor) - 2008
This paper studies the implications of cross-border financial integration for financial stability when banks' loan portfolios adjust endogenously. Banks can be subject to sectoral and aggregate domestic shocks. After integration they can share these risks in a complete interbank market. When...
Persistent link: https://www.econbiz.de/10003794446
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Markets connectivity and financial contagion
Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304
Persistent link: https://www.econbiz.de/10011378825
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What makes systemic risk systemic? : contagion and spillovers in the international sovereign debt market
Kalotychou, Elena; Remolona, Eli M.; Wu, Eliza - 2014
Persistent link: https://www.econbiz.de/10010355121
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Financial integration, specialization, and systemic risk
Fecht, Falko; Grüner, Hans Peter; Hartmann, Philipp - 2012
Persistent link: https://www.econbiz.de/10009512109
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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
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Financial contagion in the futures markets amidst global geo-economic events
Zainudin, Ahmad Danial; Azhar Mohamad - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 288-308
Persistent link: https://www.econbiz.de/10012656295
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Interconnectedness and contagion effects in international financial instruments markets
Kravchuk, Igor - In: Montenegrin journal of economics 13 (2017) 3, pp. 161-174
Persistent link: https://www.econbiz.de/10012009180
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CDS and equity markets' volatility linkages : lessons from the EMU crisis
Bratis, Theodoros; Laopodis, Nikiforos; Kouretas, … - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
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The systemic risk of cross-border banking : evidence from the sudden stop and interbank stress contagion in East Asia
Le, Chau; Dickinson, David G. - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 237-254
Persistent link: https://www.econbiz.de/10011562440
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The changing international network of sovereign debt and financial institutions
Dungey, Mardi H.; Harvey, John; Volkov, V. V. - In: Journal of international financial markets, … 60 (2019), pp. 149-168
Persistent link: https://www.econbiz.de/10012127979