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Are stock market crises contagious? : the role of crisis definitions

Mierau, Jochen O.; Mink, Mark - In: Journal of banking & finance 37 (2013) 12, pp. 4765-4776

Persistent link: https://www.econbiz.de/10010342232

Detecting financial contagion in a multivariate system : conference paper

Blatt, Dominik; Candelon, Bertrand; Manner, Hans - 2014

This paper proposes an original three-part sequential testing procedure (STP), with which to test for contagion using a … test is applied to the correlation matrix to identify and date the potential contagion mechanism. As a third element, the … STP tests for the distinctiveness of the break dates previously found. Compared to traditional contagion tests in a …

Persistent link: https://www.econbiz.de/10010484769

Interbank connections, contagion and bank distress in the Great Depression

Calomiris, Charles W.; Jaremski, Matthew; Wheelock, David C. - 2019

Persistent link: https://www.econbiz.de/10011950766

Interbank connections, contagion and bank distress in the Great Depression

Calomiris, Charles W.; Jaremski, Matthew; Wheelock, David C. - In: Journal of financial intermediation 51 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013401644

Who can tell which banks will fail?

Blickle, Kristian; Brunnermeier, Markus Konrad; Luck, … - 2022

We use the German Crisis of 1931, a key event of the Great Depression, to study how depositors behave during a bank run in the absence of deposit insurance. We find that deposits decline by around 20 percent during the run and that there is an equal outflow of retail and nonfinancial wholesale...

Persistent link: https://www.econbiz.de/10013161892

Chapter 7. Fiscal and Financial Crises

Bordo, M.D.; Meissner, C.M. - In: Handbook of macroeconomics : volume 2, v. 2A-2B SET, (pp. 355-412). 2016

Interconnections between banking crises and fiscal crises have a long history. We document the long-run evolution from … classic banking panics toward modern banking crises where financial guarantees are associated with crisis resolution. Recent …

Persistent link: https://www.econbiz.de/10014024279

Output recovery after financial crises : an empirical study

Wan, Chao; Jin, Yuying - In: Emerging markets finance & trade : a journal of the … 50 (2014) 6, pp. 209-228

Persistent link: https://www.econbiz.de/10011339497

Financial crises: review and evidence

Claessens, Stijn; Kose, M. Ayhan - In: Central Bank review / The Central Bank of the Republic … 13 (2013) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10010340424

Banking, currency and fiscal crisis

Serener, Berna - In: Evoluation of money, banking and financial crisis : …, (pp. 107-120). 2020

Persistent link: https://www.econbiz.de/10012802536

Contagion and global financial crises : lessons from nine crisis episodes

Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Tang, Chrismin - In: Open economies review 25 (2014) 3, pp. 521-570

Persistent link: https://www.econbiz.de/10010405552