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Result

Foreign banks, foreign lending and cross-border contagion : evidence from the BIS data

Analysis of cross-border contagion in CEE countries.

AH - Ekonomie

  • 2007
  • Jx
Result

Stock Market Contagion: a New Approach

We develop a new approach to assess stock market contagion that involves of control variables, we find evidence of contagion from the U.S. stock market to the six, and Canada). In addition, our results show that contagion i...

Economic Theory

  • 2018
  • Jimp
  • Link
Result

The contagion effect of overconfidence in business group

Overconfidence is a common psychological phenomenon among individuals. Business groups are important participants in China. This paper combines these two important topics by studying the effects of overconfidence contagion effects in the bus...

Economics and Business

  • 2024
  • JSC
  • Link
Result

Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach

This paper examines the potential for contagion within the Czech banking system contagion, taking into account the size and structure of interbank exposures as well. Thesimulation results suggest that the potential for contagion...

AH - Ekonomie

  • 2015
  • Jx
  • Link
Result

Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance

We examine whether there is contagion from the US stock market to six Central and Eastern European stock markets. We use a novel measure of contagion that examines the period from 1998 to 2014, financial contagion occurred,...

Economic Theory

  • 2018
  • Jimp
  • Link
Result

Contagion through learning

with subjective priors. The use of extrapolations in learning may generate contagion to the current ones. Contagion may lead to unique long-run outcomes where multiplicity would of contagion through learning is formally re...

AH - Ekonomie

  • 2008
  • Jx
Result

Co-movements of bank stocks? prices as signs of interdependence and contagion

This paper examines the interrelations between six bank stock indices, illustrating world's biggest banking systems, to test the directions of market integration and possible contagion. Employing cointegration analysis methodology, we find e...

AH - Ekonomie

  • 2013
  • D
  • Link
Result

Foreign Exchange Market Contagion in Central Europe from the Viewpoint of Extreme Value Theory

This paper examines contagion in the foreign exchange markets of three Central European countries and the euro area. Contagion is viewed as the occurrence of extreme contagion is one strand of this research. However, the ma...

Finance

  • 2017
  • Jimp
  • Link
Result

The Nexus Between Systemic Risk and Sovereign Crises

Main topics of the document: agent-based models; bailout; contagion...

AE - Řízení, správa a administrativa

  • 2016
  • Jx
  • Link
Result

Negative play contagion in calves

interest in play contagion there has been no previous attempt to measure the strength of the play contagion effect. The calf (Bos taurus) is ideal for testing the strength of play contagion as play in calves is strongly re...

Animal and dairy science; (Animal biotechnology to be 4.4)

  • 2020
  • Jimp
  • Link
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