Connectedness and Contagion: Protecting the Financial System from Panics, Scott H.S.

Автор: T. R. Hurd
Название: Contagion! Systemic Risk in Financial Networks
ISBN: 331933929X ISBN-13(EAN): 9783319339290
Издательство: Springer
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Цена: 46570.00 T
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Описание: This volume presents a unified mathematical framework for the transmission channels for damaging shocks that can lead to instability in financial systems.

Автор: Roman Matousek, Ole Rummel
Название: Cross-Border Interbank Contagion Risk Analysis: Evidence from Selected Emerging and Less-Developed Economies in the Asia-Pacific Region
ISBN: 1108794777 ISBN-13(EAN): 9781108794770
Издательство: Cambridge Academ
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Цена: 19010.00 T
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Описание: This Element provides a detailed overview of the structural changes in the Asia-Pacific region from the early 2000s onwards. It analyses cross-border interbank claims and liabilities, and evaluates the contagion risk to the individual countries spreading from the financial centres in Hong Kong, Singapore, Tokyo, New York and London.

Автор: Goutte Stйphane, Guesmi Khaled, Urom Christian
Название: Financial Market Dynamics after COVID 19: The Contagion Effect of the Pandemic in Finance
ISBN: 3030985415 ISBN-13(EAN): 9783030985417
Издательство: Springer
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Цена: 121110.00 T
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Описание: This book analyses the impact of the COVID-19 pandemic in different areas of Finance emphasizing the contagion effect in capital markets. The volume presents evidence-based case studies from the global financial crisis that followed after the onset of the pandemic in March 2020.

Автор: Stijn Claessens; Kirsten Forbes
Название: International Financial Contagion
ISBN: 1441948767 ISBN-13(EAN): 9781441948762
Издательство: Springer
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Цена: 204040.00 T
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Описание: In such a world, the international financial system will need to change in order to offer better preventive and reactive policy measures to help avoid, or at least contain, financial crises.

Автор: Stijn Claessens; Kirsten Forbes
Название: International Financial Contagion
ISBN: 0792372859 ISBN-13(EAN): 9780792372851
Издательство: Springer
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Цена: 204040.00 T
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Описание: A selection of the papers which serve as a volume describing financial contagion. They include survey articles and policy discussions, as well as theoretical models and empirical analyses. Topics include how to define contagion, and the importance of real versus financial linkages.

Автор: Frederick Betz
Название: Why Bank Panics Matter
ISBN: 331901756X ISBN-13(EAN): 9783319017563
Издательство: Springer
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Цена: 46570.00 T
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Описание: Through this dynamic approach, the author identifies five key underlying triggers of bank panics: (1) funding excessive leverage in speculation, (2) lack of proper banking regulation, (3) bad banking practices, (4) lack of banking integrity, (5) corrupt banking practices.

Автор: Porras Eva R
Название: Bubbles and Contagion in Financial Markets
ISBN: 1137358750 ISBN-13(EAN): 9781137358752
Издательство: Springer
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Цена: 46570.00 T
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Описание: Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative approach to examining these phenomena and will appeal to practitioners who need to understand the repercussions of these events on trading exchanges and the markets.

Автор: Guesmi Khaled, Goutte Stephane
Название: Risk Factors And Contagion In Commodity Markets And Stocks Markets
ISBN: 9811210233 ISBN-13(EAN): 9789811210235
Издательство: World Scientific Publishing
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Цена: 126720.00 T
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Описание:

The link between commodities prices and the business cycle, including variables such as real GDP, industrial production, unemployment, inflation, and market uncertainty, has often been debated in the macroeconomic literature. To quantify the impact of commodities on the economy, one can distinguish different modeling approaches. First, commodities can be represented as the pinnacle of cross-sectional financial asset prices. Second, price fluctuations due to seasonal variations, dramatic market changes, political and regulatory decisions, or technological shocks may adversely impact producers who use commodities as input. This latter effect creates the so-called "commodities risk". Additionally, commodities price fluctuations may spread to other sectors in the economy, via contagion effects. Besides, stronger investor interest in commodities may create closer integration with conventional asset markets; as a result, the financialization process also enhances the correlation between commodity markets and financial markets.

Our objective in this book, Risk Factors and Contagion in Commodity Markets and Stocks Markets, lies in answering the following research questions: What are the interactions between commodities and stock market sentiment? Do some of these markets move together overtime? Did the financialization in energy commodities occur after the 2008 Global Financial Crisis? These questions are essential to understand whether commodities are driven only by their fundamentals, or whether there is also a systemic component influenced by the volatility present within the stock markets.