Essays about: "Financial contagion"

Showing result 11 - 15 of 29 essays containing the words Financial contagion.

  1. 11. Volatility and Contagion Effect from US and GIIPS to the Largest European Economies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Nerea Landa Vallejo; [2016]
    Keywords : contagion; GIIPS; subprime; eurozone; spillover; Business and Economics;

    Abstract : This research paper explores the nature of the mean and volatility spillovers from the US and aggregate GIIPS to the largest GDP countries for the EMU and non-EMU countries. I develop a three step univariate volatility spillover model followed by Christiansen (2007) and Ng (2000) to analyze the relevance of local (own country), regional (aggregate GIIPS) and global (US) shocks. READ MORE

  3. 12. Beyond the "Asian Flu". "Asia-vu"? Internal and External Risks for The Economy of Indonesia. Asset Price Bubbles and Contagion

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Nikolay Antonov; Todor Sapunarov; [2014]
    Keywords : Bubbles; Contagion; Indonesia; Kalman filter; Bubbagion Index ;

    Abstract : Asset price bubbles and cross-country contagion, embodying an economy's domestic and foreign risks respectively, are two topical issues in finance. Indonesia, a fast-growing emerging market economy, and one of the world's volatile "Fragile Five", is a prime suspect for a country that is likely to exhibit vulnerabilities to both bubbles and contagion. READ MORE

  4. 13. A COEXCEEDANCE APPROACH ON FINANCIAL CONTAGION

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Dinh-Vinh Vo; [2013]
    Keywords : financial contagion; coexceedance; regional macro-finance variables; global shocks; multinomial logit model.; Business and Economics;

    Abstract : The paper sheds light on financial contagion within the Euro Area and Asia, and contagion from the Euro Area to Asia during two recent crises: the global financial crisis and European sovereign debt crisis. Applying the multinomial logit regression model, the paper investigates how the macro-finance variables affect the coincidence of extreme negative returns (coexceedances). READ MORE

  5. 14. Recession-proofing : - A case study of how Small and Medium-sized Enterprises remain resilient during times of recession

    University essay from Institutionen för marknadsföring (MF)

    Author : Elizabeth Salenborg; Therese Stålered; [2013]
    Keywords : Resilience; recession; SMEs; strategy formulation; resource-based view; dynamic capabilities; strategic change; turnaround strategies; proactive approach; Ansoff growth model;

    Abstract : The world today is confronted by the worst financial and economic crisis since the Great Depression of 1920’s. Due to the financial system being globalised and interdependent, the contagion effects of the financial crisis trickled down to Europe and ultimately triggered the recession of 2007-2009, which had far-reaching repercussions on cross-border economic activities. READ MORE

  6. 15. Measuring Contagion Effects in the Swedish Banking Sector using Round by Round Simulation

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Tobias Killmann; [2013]
    Keywords : ;

    Abstract : Banks play a central role in the Swedish financial markets by covering over 50% of total assets and providing essential intermediary services. The financing opportunities over the interbank market are highly important for a well performing financial system and consequently for the whole economy. READ MORE