//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Contagion effect"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Contagion effect
98
Ansteckungseffekt
97
Financial crisis
76
Finanzkrise
76
Contagion
34
Theorie
32
Theory
32
Systemic risk
23
Systemrisiko
23
Welt
22
World
22
International financial market
21
Internationaler Finanzmarkt
21
Aktienmarkt
20
Stock market
20
Financial contagion
17
Volatility
17
Volatilität
17
Börsenkurs
16
Financial market
16
Finanzmarkt
16
Share price
16
Bankenkrise
15
Banking crisis
15
Estimation
15
Schätzung
15
Spillover effect
14
Spillover-Effekt
14
ARCH model
12
ARCH-Modell
12
EU countries
12
EU-Staaten
12
Business network
11
Correlation
11
Euro area
11
Eurozone
11
Korrelation
11
Schock
11
Shock
11
Unternehmensnetzwerk
11
more ...
less ...
Online availability
All
Undetermined
74
Type of publication
All
Article
98
Type of publication (narrower categories)
All
Article in journal
98
Aufsatz in Zeitschrift
98
Language
All
English
98
Author
All
Battiston, Stefano
3
Dimitriou, Dimitrios
3
Kenourgios, Dimitris
3
Pereira, Pedro L. Valls
3
Bekiros, Stelios
2
Chi, Li-chiu
2
Deng, Yang
2
Gallegati, Mauro
2
Jammazi, Rania
2
Ladley, Dan
2
Thurner, Stefan
2
Abdallah, Oussama
1
Agosto, Arianna
1
Ahelegbey, Daniel Felix
1
Ahmad, Wasim
1
Akhtaruzzaman, Md.
1
Akhter, Selim
1
Aldasoro, Iñaki
1
Alexakis, Christos A.
1
Aloui, Chaker
1
Anand, Kartik
1
Andersen, Jørgen Vitting
1
Anderson, Randy I.
1
Arruda, Bruno P.
1
Ayadi, Ahmed
1
Backhaus, Jochen
1
Bardoscia, Marco
1
Barucca, Paolo
1
Bellenzier, Lucia
1
BenSaïda, Ahmed
1
Benedetti, Hugo
1
Benhmad, François
1
Bhanumurthy, N. R.
1
Bird, Graham R.
1
Bonilla, Claudio A.
1
Boussada, Haifa
1
Branger, Nicole
1
Brooks, Robert
1
Büttner, David
1
Caccioli, Fabio
1
more ...
less ...
Published in...
All
Applied economics
Economic modelling
Journal of economic dynamics & control
Journal of banking & finance
60
International review of financial analysis
48
Journal of financial stability
48
Discussion paper / Centre for Economic Policy Research
47
NBER working paper series
47
Finance research letters
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
36
Working paper series / European Central Bank
34
Journal of international financial markets, institutions & money
31
Journal of international money and finance
31
International review of economics & finance : IREF
26
Research in international business and finance
25
ECB Working Paper
24
Working paper
20
DNB working paper
18
Applied economics letters
17
Journal of economic behavior & organization : JEBO
17
CESifo working papers
16
Discussion paper / Tinbergen Institute
16
IMF Working Paper
16
SAFE working paper
16
Staff working papers / Bank of England
16
Working paper series
16
CAMA working paper series
15
International journal of finance & economics : IJFE
15
Computational economics
14
Discussion paper
14
Energy economics
14
Research paper series / Swiss Finance Institute
14
The journal of network theory in finance
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Emerging markets review
13
Journal of international economics
13
Management science : journal of the Institute for Operations Research and the Management Sciences
13
more ...
less ...
Source
All
ECONIS (ZBW)
98
Showing
1
-
50
of
98
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The determinants of systemic risk contagion
Sencer Atasoy, Burak
;
Ozkan, Ibrahim
;
Erden, Lütfi
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451156
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
Government intervention, linkages and financial fragility
Hasman, Augusto
;
Samartín Sáenz, Margarita
- In:
Economic modelling
126
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462455
Saved in:
5
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
6
On the sovereign debt crisis : sovereign credit default swaps and their interaction with stock market indices
Boussada, Haifa
;
Prigent, Jean-Luc
;
Soumare, Ibrahima
- In:
Applied economics
55
(
2023
)
1
,
pp. 20-42
Persistent link: https://www.econbiz.de/10013494390
Saved in:
7
The oil price crisis and contagion effects on the Canadian economy
Gajurel, Dinesh
;
Chawla, Akhila
- In:
Applied economics
54
(
2022
)
13
,
pp. 1527-1543
Persistent link: https://www.econbiz.de/10012875389
Saved in:
8
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:
9
BREXIT : equity market contagion and transmission channels
Ayadi, Ahmed
- In:
Applied economics
54
(
2022
)
34
,
pp. 3933-3952
Persistent link: https://www.econbiz.de/10013410855
Saved in:
10
Empirical evidence of risk contagion across regional housing markets in China
Hu, Genhua
;
Fan, Gang-Zhi
- In:
Economic modelling
115
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014228672
Saved in:
11
Financial contagion drivers during recent global crises
Pineda, Julián
;
Cortés, Lina M.
;
Perote, Javier
- In:
Economic modelling
117
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014229185
Saved in:
12
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:
13
Contagion effects of sovereign credit rating revisions on the real economy : is it trade or finance?
Chen, Hsien-Yi
;
Yang, Shu-Ling
- In:
Applied economics
50
(
2018
)
52
,
pp. 5604-5619
Persistent link: https://www.econbiz.de/10012062886
Saved in:
14
Financial contagion and contagion channels in the forex market : A new approach via the dynamic mixture copula-extreme value theory
Wang, Haiying
;
Yuan, Ying
;
Li, Yiou
;
Wang, Xunhong
- In:
Economic modelling
94
(
2021
),
pp. 401-414
Persistent link: https://www.econbiz.de/10012695085
Saved in:
15
Identifying bubbles and the contagion effect between oil and stock markets : new evidence from China
Zhao, Zhao
;
Wen, Huwei
;
Li, Ke
- In:
Economic modelling
94
(
2021
),
pp. 780-788
Persistent link: https://www.econbiz.de/10012695347
Saved in:
16
A model-based index for systemic risk contribution measurement in financial networks
Deng, Yang
;
Zhang, Ziqing
;
Zhu, Li
- In:
Economic modelling
95
(
2021
),
pp. 35-48
Persistent link: https://www.econbiz.de/10012695628
Saved in:
17
COVID-19 pandemic and global financial market interlinkages : a dynamic temporal network analysis
Chakrabarti, Prasenjit
;
Jawed, Mohammad Shameem
; …
- In:
Applied economics
53
(
2021
)
25
,
pp. 2930-2945
Persistent link: https://www.econbiz.de/10012517043
Saved in:
18
Stock price contagion effects through investment banks
Zhang, Yanan
;
Zhu, Bing
- In:
Applied economics
53
(
2021
)
50
,
pp. 5793-5811
Persistent link: https://www.econbiz.de/10012627099
Saved in:
19
Spillovers across European sovereign credit markets and role of surprise and uncertainty
Bekiros, Stelios
;
Shahzad, Syed Jawad Hussain
;
Jammazi, …
- In:
Applied economics
52
(
2020
)
8
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012197481
Saved in:
20
Spatial contagion in the subprime crisis context : adjusted correlation versus local correlation approaches
Zorgati, Imen
;
Lakhal, Faten
- In:
Economic modelling
92
(
2020
),
pp. 162-169
Persistent link: https://www.econbiz.de/10012429636
Saved in:
21
Fire sales by euro area banks and funds : what is their asset price impact?
Mirza, Harun
;
Moccero, Diego
;
Palligkinis, Spyros
; …
- In:
Economic modelling
93
(
2020
),
pp. 430-444
Persistent link: https://www.econbiz.de/10012430199
Saved in:
22
Time-varying dependence in European equity markets : a contagion and investor sentiment driven analysis
Niţoi, Mihai
;
Pochea, Maria Miruna
- In:
Economic modelling
86
(
2020
),
pp. 133-147
Persistent link: https://www.econbiz.de/10012415531
Saved in:
23
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
24
What is the minimal systemic risk in financial exposure networks?
Diem, Christian
;
Pichler, Anton
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
116
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503232
Saved in:
25
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
26
Interdependence or contagion : a model switching approach with a focus on Latin America
Davidson, Sharada Nia
- In:
Economic modelling
85
(
2020
),
pp. 166-197
Persistent link: https://www.econbiz.de/10012210622
Saved in:
27
Tree networks to assess financial contagion
Agosto, Arianna
;
Ahelegbey, Daniel Felix
;
Giudici, Paolo
- In:
Economic modelling
85
(
2020
),
pp. 349-366
Persistent link: https://www.econbiz.de/10012210681
Saved in:
28
Understanding flash crash contagion and systemic risk : a micro-macro agent-based approach
Paulin, James
;
Calinescu, Anisoara
;
Wooldridge, Michael J.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 200-229
Persistent link: https://www.econbiz.de/10012130964
Saved in:
29
Contagion between asset markets : a two market heterogeneous agents model with destabilising spillover effects
Hommes, Cars H.
;
Vroegop, Joris
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 314-333
Persistent link: https://www.econbiz.de/10012130975
Saved in:
30
A flow network analysis of direct balance-sheet contagion in financial networks
Eboli, Mario
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 205-233
Persistent link: https://www.econbiz.de/10012131085
Saved in:
31
Modeling, analysis and mitigation of contagion in financial systems
Cheng, Xian
;
Zhao, Haichuan
- In:
Economic modelling
76
(
2019
),
pp. 281-292
Persistent link: https://www.econbiz.de/10012198330
Saved in:
32
Real estate prices and systemic banking crises
Deng, Yang
;
Zeng, Yan
;
Li, Zhirui
- In:
Economic modelling
80
(
2019
),
pp. 111-120
Persistent link: https://www.econbiz.de/10012199198
Saved in:
33
Intersectoral default contagion : a multivariate Poisson autoregression analysis
Escribano, Ana
;
Maggi, Mario Alessandro
- In:
Economic modelling
82
(
2019
),
pp. 376-400
Persistent link: https://www.econbiz.de/10012203181
Saved in:
34
Forward-looking solvency contagion
Bardoscia, Marco
;
Barucca, Paolo
;
Codd, Adam Brinley
; …
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012313648
Saved in:
35
Is the survival of the euro area at risk? : an economic analysis of exit and contagion possibilities
Canofari, Paolo
;
Messori, Marcello
- In:
Economic modelling
69
(
2018
),
pp. 58-66
Persistent link: https://www.econbiz.de/10012016083
Saved in:
36
Transmission of shocks across global real estate and equity markets : an examination of the 2007-2008 housing crisis
Yunus, Nafeesa
- In:
Applied economics
50
(
2018
)
36
,
pp. 3899-3922
Persistent link: https://www.econbiz.de/10012060163
Saved in:
37
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach
Bekiros, Stelios
;
Hammoudeh, Shawkat
;
Jammazi, Rania
; …
- In:
Applied economics
50
(
2018
)
47
,
pp. 5031-5049
Persistent link: https://www.econbiz.de/10012061678
Saved in:
38
Systemic risk in the US : interconnectedness as a circuit breaker
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
- In:
Economic modelling
71
(
2018
),
pp. 305-315
Persistent link: https://www.econbiz.de/10012062528
Saved in:
39
International stock market contagion : a CEEMDAN wavelet analysis
Zhou, Zhongbao
;
Lin, Ling
;
Li, Shuxian
- In:
Economic modelling
72
(
2018
),
pp. 333-352
Persistent link: https://www.econbiz.de/10012100382
Saved in:
40
Sectoral dynamics of financial contagion in Europe : the cases of the recent crises episodes
Alexakis, Christos A.
;
Pappas, Vasileios
- In:
Economic modelling
73
(
2018
),
pp. 222-239
Persistent link: https://www.econbiz.de/10012100519
Saved in:
41
Volatility spillover shifts in global financial markets
BenSaïda, Ahmed
;
Litimi, Houda
;
Abdallah, Oussama
- In:
Economic modelling
73
(
2018
),
pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
Saved in:
42
Interbank markets and bank bailout policies amid a sovereign debt crisis
Lakdawala, Aeimit
;
Minetti, Raoul
;
Olivero, María Pía
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 131-153
Persistent link: https://www.econbiz.de/10011974479
Saved in:
43
Expected default based score for identifying systemically important banks
Yao, Yanzhen
;
Li, Jianping
;
Zhu, Xiaoqian
;
Wei, Lu
- In:
Economic modelling
64
(
2017
),
pp. 589-600
Persistent link: https://www.econbiz.de/10011761314
Saved in:
44
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem
- In:
Economic modelling
62
(
2017
),
pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
Saved in:
45
Contagion risk for Australian banks from global systemically important banks : evidence from extreme events
Akhter, Selim
;
Daly, Kevin James
- In:
Economic modelling
63
(
2017
),
pp. 191-205
Persistent link: https://www.econbiz.de/10011813475
Saved in:
46
Financial crises, exchange rate linkages and uncovered interest parity : evidence from G7 markets
Dimitriou, Dimitrios
;
Kenourgios, Dimitris
;
Simos, Theodore
- In:
Economic modelling
66
(
2017
),
pp. 112-120
Persistent link: https://www.econbiz.de/10011813672
Saved in:
47
Sovereign debt and systemic risk in the eurozone : a macroeconomic perspective
Popescu, Alexandra
;
Turcu, Camelia
- In:
Economic modelling
67
(
2017
),
pp. 275-284
Persistent link: https://www.econbiz.de/10011813829
Saved in:
48
Financial contagion and volatility spillover : an exploration into Indian commodity derivative market
Roy, Rudra Prosad
;
Roy, Saikat Sinha
- In:
Economic modelling
67
(
2017
),
pp. 368-380
Persistent link: https://www.econbiz.de/10011813840
Saved in:
49
Do sovereign rating announcements affect emerging market exchange rate correlations? : a multivariate DCC-GARCH approach
Eraslan, Veysel
- In:
Applied economics
49
(
2017
)
21
,
pp. 2060-2082
Persistent link: https://www.econbiz.de/10011817105
Saved in:
50
Incentivizing resilience in financial networks
Leduc, Matt V.
;
Thurner, Stefan
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 44-66
Persistent link: https://www.econbiz.de/10011915300
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->