|
|
|
|
|
LI CHENYU, Naziruddin Abdullah,, Sheikh M.Hizam
This paper analyzes the empirical relationship between debt leverage and systemic risk based on SCCA model. The result shows the climbing of debt leverage would push up the level of risks across all national economic departments, and further accumulate t...
ver más
|
|
|
|
|
|
|
|
|
|
|
Dirk Visser,Gary van Vuuren
AbstractA stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis pe...
ver más
|
|
|
|
|
|
|
|
|
|
|
Ionu? Nica, Camelia Delcea, Nora Chiri?a and ?tefan Ionescu
This study describes a comprehensive bibliometric analysis of shadow banking and financial contagion dynamics from 1996 to 2022. Through a holistic approach, our study focuses on quantifying the impact and uncovering significant trends in scientific rese...
ver más
|
|
|
|
|
|
|
|
|
|
|
Junke Xu, Jiwei Zhu and Jiancang Xie
The risk transmission mechanisms of urban river ecological management engineering projects are examined in this study. Using the Susceptible Exposed Infectious Recovered Susceptible (SEIRS) model for risk transmission, a model of risk propagation delay f...
ver más
|
|
|
|
|
|
|
|
|
|
|
Aléssio Tony Cavalcanti de Almeida,Bruno Ferreira Frascaroli,Danilo Regis da Cunha
Pág. 551 - 584
The main point of this work is to assess how a financial distress in return series of the major Brazilian companies assets and relevant domestic market (Ibovespa) and main international index (Dow Jones) interact with each other, in an attempt to capture...
ver más
|
|
|
|
|
|
|
|
|
|
|
Caner Özdurak and Veysel Ulusoy
The 2008 global financial crisis provides us with a wide range of study fields on cross-asset contagion mechanisms in the US financial markets. After a decade of the so-called subprime crisis, the impact of market news on asset volatilities increased sig...
ver más
|
|
|
|
|
|
|
|
|
|
|
Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
ver más
|
|
|
|
|
|
|
|
|
|
|
Annika Westphal
This paper draws on network theory to investigate European banks? sovereign debt exposures. Banks? holdings of sovereign debt build a network of financial linkages with European countries that exhibits a long-tail distribution of node degrees. A highly c...
ver más
|
|
|
|
|
|
|
|
|
|
|
Daping Yang, Wenzhong Shi, Yue Yu, Liang Chen and Ruizhi Chen
Understanding the space?time pattern of the transmission locations of COVID-19, as well as the relationship between the pattern, socioeconomic status, and environmental factors, is important for pandemic prevention. Most existing research mainly analyzes...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mauricio Herrera and Alex Godoy-Faúndez
The COVID-19 crisis has shown that we can only prevent the risk of mass contagion through timely, large-scale, coordinated, and decisive actions. This pandemic has also highlighted the critical importance of generating rigorous evidence for decision-maki...
ver más
|
|
|
|
|
|
|
|
|
|
|
Alessandro Sebastianelli, Francesco Mauro, Gianluca Di Cosmo, Fabrizio Passarini, Marco Carminati and Silvia Liberata Ullo
The aim of this concept paper is the description of a new tool to support institutions in the implementation of targeted countermeasures, based on quantitative and multi-scale elements, for the fight and prevention of emergencies, such as the current COV...
ver más
|
|
|
|
|
|
|
|
|
|
|
Colin Ellis
Corporate bond defaults in different sectors often increase suddenly at roughly similar times, although some sectors see default rates jump earlier than others. This could reflect contagion among sectors?specifically, defaults in one sector leading to cr...
ver más
|
|
|
|
|
|
|
|
|
|
|
Paulo Pereira Da Silva
This paper addresses the relationship between stock markets and credit default swaps (CDS) markets. In particular, I aim to gauge if the co-movement between stock prices and sovereign CDS spreads increases with the deterioration of the credit quality of ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Haici Zhang
Lehman Brothers? failure in 2008 demonstrated the importance of understanding interconnectedness in interbank networks. The interbank market plays a significant role in facilitating market liquidity and providing short-term funding for each other to smoo...
ver más
|
|
|
|
|
|
|
|
|
|
|
Mariem Talbi,Adel Boubaker,Saber Sebai
Pág. 387 - 407
The paper aims to test the existence of financial contagion between foreign stock markets of several emerging and developed countries during the U.S subprime crisis. It empirically attests for contagion through a DCC MGARCH (1.1) and an adjuste...
ver más
|
|
|
|
|
|
|
|
|
|
|
E.M. Afsal,Mohammad Imdadul Haque
Pág. 1025 - 1034
The price movements in gold market are considered to detect non-linear dependencies with stock market in the Saudi Arabian context. Both the univariate and multivariate models of GARCH class are employed in this study. Initially, the work uses GARCH (1,1...
ver más
|
|
|
|
|
|
|
|
|
|
|
Izaan Jamil, Mori Kogid, Thien Sang Lim and Jaratin Lily
This study investigates the relationship between closing?opening prices of stocks in the US, UK, and European markets and the prices of stocks in the five Association of Southeast Asian Nations (ASEAN-5) markets, a group consisting of five founding membe...
ver más
|
|
|
|
|
|
|
|
|
|
|
Musumba Batondo and Josine Uwilingiye
During the past two decades, financial markets across the globe have experienced sporadic waves of crashes. Such waves raise concerns about the vulnerability of global financial markets and the transmission mechanisms of shocks beyond borders. The curren...
ver más
|
|
|
|
|
|
|
|
|
|
|
Patricia Guijarro Miragaya,Tania Estay Leal,Lucia Patrón Saade,Ricardo Tendero Caballero
Pág. 29 - 43
The global pandemic due to the COVID-19 disease has led to the study of school classrooms as possible vectors of contagion. The CO2 has been established with an easily captured indicator to determine the adequate ventilation of these spaces. However, con...
ver más
|
|
|
|
|
|
|
|
|
|
|
Cody Logan Chullen
Employee burnout remains a legitimate concern for organizations because of its links to costly outcomes, including increased absenteeism, turnover, and reduced employee productivity. An emerging stream of research has provided initial evidence that burno...
ver más
|
|
|
|
|
|