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Ansteckungseffekt
87
Contagion effect
87
Financial crisis
71
Finanzkrise
71
Contagion
42
Theorie
33
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33
Bankenkrise
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Dungey, Mardi H.
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Farmer, J. Doyne
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Journal of banking & finance
Journal of economic dynamics & control
IMF Working Papers
80
Economic modelling
56
Journal of financial stability
49
Finance research letters
48
NBER working paper series
47
Discussion paper / Centre for Economic Policy Research
46
International review of financial analysis
46
Working paper / National Bureau of Economic Research, Inc.
45
IMF working papers
41
NBER Working Paper
41
The North American journal of economics and finance : a journal of financial economics studies
37
Working paper series / European Central Bank
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31
International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
87
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1
Scenario-free analysis of financial stability with interacting contagion channels
Wiersema, Garbrand
;
Kleinnijenhuis, Alissa M.
;
Wetzer, …
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248196
Saved in:
2
A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model
Ge, Shuyi
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014478151
Saved in:
3
Systemic risk of optioned portfolio : controllability and optimization
Pang, Xiaochuan
;
Zhu, Shushang
;
Cui, Xueting
;
Ma, Jiali
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014479336
Saved in:
4
A large creditor in contagious liquidity crises
Oh, Frederick Dongchuhl
;
Park, Junghum
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014248205
Saved in:
5
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
6
Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
Saved in:
7
Bank instability : interbank linkages and the role of disclosure
König-Kersting, Christian
;
Trautmann, Stefan T.
; …
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013400150
Saved in:
8
Statistical arbitrage and risk contagion
Gao, Xing
;
Ladley, Dan
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543138
Saved in:
9
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
10
Contagion in a network of heterogeneous banks
Gençay, Ramazan
;
Pang, Hao
;
Tseng, Michael C.
;
Xue, Yi
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012221100
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