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September 21, 2014
 

The Search found 41 of 13709 documents sorted by Date with the following criteria:
Subject/Keyword: Contagion

 
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1. Title: How to Capture Macro-Financial Spillover Effects in Stress Tests?
  Author/Editor: Heiko Hesse ; Ferhan Salman ; Christian Schmieder
  Series: Working Paper No. 14/103
  Published: June 12, 2014
  Subject(s): Spillovers | Europe | Financial contagion | Financial systems | Stress testing | Regression analysis | Econometric models
 
 
2. 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
 
3. 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
 
4. 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
 
5. 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
 
6. 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
 
7. 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
 
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: 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.
 
10. 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
 
11. 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.
 
12. 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.
 
13. 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
 
14. 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
 
15. 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
 
16. Title: Are Financial Crises Alike?
  Author/Editor: Tang, Chrismin ; Dungey, Mardi ; Martin, Vance ; González-Hermosillo, Brenda ; Fry, Renee
  Series: Working Paper No. 10/14
  Published: January 01, 2010
  Subject(s): Banking crisis | Developed countries | Economic models | Emerging markets | External shocks | Spillovers
  Author's Keyword(s): Financial crises | Contagion | Factor models
 
17. Title: Correlations in Emerging Market Bonds: The Role of Local and Global Factors
  Author/Editor: Hamann, A. ; Bunda, Irina ; Lall, Subir
  Series: Working Paper No. 10/6
  Published: January 01, 2010
  Subject(s): Emerging markets | Economic models
  Author's Keyword(s): Emerging markets | bond markets | financial crises | comovement | contagion
 
18. 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
 
19. 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
 
20. 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
 

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