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May 21, 2013

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Subject/Keyword: Contagion

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1. Title: Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach   Author/Editor: Jobst, Andreas   Series: Working Paper No. 12/209   Published: August 01, 2012   Subject(s): Banking sector | Economic models | Liquidity | Risk management | United States   Author's Keyword(s): Systemic risk | liquidity risk | Net Stable Funding Ratio (NSFR) | extreme value theory | financial contagion | macroprudential regulation   2. Title: Regional Economic Outlook, October 2011: Asia and Pacific - Navigating an Uncertain Global Environment While Building Inclusive Growth   Author/Editor: International Monetary Fund. Asia and Pacific Dept   Published: October 07, 2011   Subject(s): Asia and Pacific | Credit expansion | Demand | Economic conditions | Economic forecasting | Economic growth | Economic indicators | Inflation | Economic integration   Author's Keyword(s): World Economic and Financial Surveys | growth | domestic demand | inflation pressure | uncertain global environment | downside risks | spillovers | euro area stress | banks | vulnerabilities | policy challenges | rapid credit growth | monetary policy | poverty | growth | inequality | financial integration | risk sharing | contagion | resilience   3. Title: Risk Sharing and Financial Contagion in Asia: An Asset Price Perspective   Author/Editor: Rungcharoenkitkul, Phurichai   Series: Working Paper No. 11/242   Published: October 01, 2011   Subject(s): Asia | Risk management | Asset prices | Interest rates | Bonds | Economic integration   Author's Keyword(s): financial integration | risk sharing | contagion | affine term structure model   4. Title: Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?   Author/Editor: Cerutti, Eugenio ; Claessens, Stijn ; McGuire, Patrick   Series: Working Paper No. 11/222   Published: September 01, 2011   Subject(s): Bank credit | Banking systems | Credit risk | Data collection | Financial risk | International banking | International financial system   Author's Keyword(s): Systemic risks | banking system | international | contagion | vulnerabilities   5. Title: Assessing Systemic Trade Interconnectedness - An Empirical Approach   Author/Editor: Errico, Luca ; Massara, Alexander   Series: Working Paper No. 11/214   Published: September 01, 2011   Subject(s): Cross country analysis | Direction of trade | International trade | Trade integration   Author's Keyword(s): systemic | trade | interconnectedness | DOTS | network analysis | cross-border spillovers | contagion   6. Title: Country Insurance Using Financial Instruments   Author/Editor: Zhang, Yuanyan Sophia ; Chamon, Marcos ; Ricci, Luca Antonio   Series: Working Paper No. 11/169   Published: July 01, 2011   Subject(s): Cross country analysis | Economic models | Emerging markets | External shocks | Financial instruments | Insurance | Risk management   Author's Keyword(s): hedging | financial innovation | country insurance | contagion | sudden stop | systemic risks   7. Title: Sovereign Spreads and Contagion Risks in Asia   Author/Editor: Caceres, Carlos ; Unsal, D. Filiz   Series: Working Paper No. 11/134   Published: June 01, 2011   Subject(s): Asia | Bond markets | Bonds | Exchange rates | Financial crisis | Financial risk | Global Financial Crisis 2008-2009 | Sovereign debt   Author's Keyword(s): Sovereign spreads | contagion | exchange rates | market price of risk | fiscal policy.   8. Title: Global and Regional Spillovers to GCC Equity Markets   Author/Editor: Saadi Sedik, Tahsin ; Williams, Oral   Series: Working Paper No. 11/138   Published: June 01, 2011   Subject(s): Cooperation Council for the Arab States of the Gulf | Economic integration | Economic models | External shocks | Regional shocks | Spillovers | Stock markets | United States   Author's Keyword(s): GCC | Stock markets | spillovers | contagion | financial integration   9. Title: International Mutual Funds, Capital Flow Volatility, and Contagion-A Survey   Author/Editor: Gelos, Gaston   Series: Working Paper No. 11/92   Published: April 01, 2011   Subject(s): Asset management | Bond markets | Capital flows | Emerging markets | Financial instruments | Financial risk | International capital markets | Investment | Transparency   Author's Keyword(s): Capital flows | contagion | mutual funds | institutional investors | emerging markets   10. Title: Financial Contagion through Bank Deleveraging: Stylized Facts and Simulations Applied to the Financial Crisis   Author/Editor: Tressel, Thierry   Series: Working Paper No. 10/236   Published: October 01, 2010   Subject(s): Banks | Cross country analysis | Economic models | External shocks | Global Financial Crisis 2008-2009 | Globalization | International banking   Author's Keyword(s): Financial Contagion | Deleveraging | Funding Shocks | Network Analysis.   11. Title: Macroprudential Regulation under Repo Funding   Author/Editor: Valderrama, Laura   Series: Working Paper No. 10/220   Published: September 01, 2010   Subject(s): Bank regulations | Bankruptcy | Capital | Economic models | Financial institutions | Financial risk | International financial system | Liquidity   Author's Keyword(s): Repurchase Agreement | Haircut | Margin Call | Liquidity Hoarding | Systemic Risk | Financial Contagion | Macroprudential Regulation.   12. Title: Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?   Author/Editor: Caceres, Carlos ; Guzzo, Vincenzo ; Segoviano Basurto, Miguel A.   Series: Working Paper No. 10/120   Published: May 01, 2010   Subject(s): Bonds | Cross country analysis | Economic models | Financial crisis | Fiscal policy | Global Financial Crisis 2008-2009 | Risk premium | Sovereign debt | Spillovers   Author's Keyword(s): Sovereign spreads | contagion | market price of risk | fiscal policy   13. Title: The Global Financial Crisis and its Impact on the Chilean Banking System   Author/Editor: Chan-Lau, Jorge A.   Series: Working Paper No. 10/108   Published: April 01, 2010   Subject(s): Banking sector | Chile | Credit risk | Economic models | Financial crisis | Financial systems | Fiscal policy | Global Financial Crisis 2008-2009 | International banking | International banks | Stabilization measures   Author's Keyword(s): Corisk | quantile regression | banks | financial crisis | contagion | Chile   14. Title: Lessons and Policy Implications from the Global Financial Crisis   Author/Editor: Claessens, Stijn ; Dell'Ariccia, Giovanni ; Igan, Deniz ; Laeven, Luc   Series: Working Paper No. 10/44   Published: February 01, 2010   Subject(s): Asset prices | Bank regulations | Bank supervision | Central bank role | Financial crisis | Financial sector | Fiscal policy | Fiscal reforms | Global Financial Crisis 2008-2009 | International financial system | Intervention | Liquidity management | Price increases | Stabilization measures   Author's Keyword(s): International financial architecture | regulation and supervision | financial crises | subprime lending | contagion | households leverage   15. Title: Are Financial Crises Alike?   Author/Editor: Dungey, Mardi ; Fry, Renee ; González-Hermosillo, Brenda ; Martin, Vance ; Tang, Chrismin   Series: Working Paper No. 10/14   Published: January 01, 2010   Subject(s): Banking crisis | Capital markets | Cross country analysis | Developed countries | Economic models | Emerging markets | External shocks | Financial crisis | Spillovers   Author's Keyword(s): Financial crises | Contagion | Factor models   16. Title: Correlations in Emerging Market Bonds: The Role of Local and Global Factors   Author/Editor: Bunda, Irina ; Hamann, A. Javier ; Lall, Subir   Series: Working Paper No. 10/6   Published: January 01, 2010   Subject(s): Asset prices | Bond markets | Cross country analysis | Economic models | Emerging markets | Financial crisis   Author's Keyword(s): Emerging markets | bond markets | financial crises | comovement | contagion   17. Title: Foreign Banks in the CESE Countries: In for a Penny, in for a Pound?   Author/Editor: Maechler, Andrea M. ; Ong, Li L.   Series: Working Paper No. 09/54   Published: March 01, 2009   Subject(s): Banks | Central and Eastern Europe | Southern Europe | Banking | Foreign investment | Private sector | Emerging markets | Economic integration | Spillovers | Data collection | Cross country analysis   Author's Keyword(s): Contagion | cross-border claims | home | host | local affiliates of foreign banks   18. Title: Regional Financial Interlinkages and Financial Contagion Within Europe   Author/Editor: Árvai, Zsófia ; Driessen, Karl ; Ötker, Inci   Series: Working Paper No. 09/6   Published: January 01, 2009   Subject(s): Spillovers | Europe | Credit expansion | Emerging markets | Economic integration | Regional shocks | Financial sector | Financial risk | Private sector | Financial stability   Author's Keyword(s): Financial linkages | contagion | spillover effects | funding exposure | credit growth | Central | Eastern | Southeastern Europe | Emerging Markets   19. Title: Volatility Spillovers and Contagion from Mature to Emerging Stock Markets   Author/Editor: Beirne, John ; Maria Caporale, Guglielmo ; Schulze-Ghattas, Marianne ; Spagnolo, Nicola   Series: Working Paper No. 08/286   Published: December 01, 2008   Subject(s): Spillovers | Stock markets | Developed countries | Emerging markets | Economic models   Author's Keyword(s): Volatility spillovers | Contagion | Stock markets | Emerging markets   20. Title: Estimating Spillover Risk Among Large EU Banks   Author/Editor: Cihák, Martin ; Ong, Li L.   Series: Working Paper No. 07/267   Published: November 01, 2007   Subject(s): Financial stability | European Union | Banking systems   Author's Keyword(s): European Union | financial stability | spillovers | contagion | large banks

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