Publications Search Results

April 17, 2014

The search found 40 of 12480 documents sorted by Date with the following criteria:
Subject / Keyword: Contagion

Results: 1 2 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

Title: Measuring Systemic Risk-Adjusted Liquidity (SRL) - A Model Approach
Author/Editor: Jobst, Andreas
Series: Working Paper No. 12/209
Published: August 1, 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 7, 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 1, 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 1, 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 1, 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 1, 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: Global and Regional Spillovers to GCC Equity Markets
Author/Editor: Saadi Sedik, Tahsin ; Williams, Oral
Series: Working Paper No. 11/138
Published: June 1, 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

 

8.

Title: Sovereign Spreads and Contagion Risks in Asia
Author/Editor: Caceres, Carlos ; Unsal, D. Filiz
Series: Working Paper No. 11/134
Published: June 1, 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.

 

9.

Title: International Mutual Funds, Capital Flow Volatility, and Contagion-A Survey
Author/Editor: Gelos, Gaston
Series: Working Paper No. 11/92
Published: April 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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: 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 1, 2010
Subject(s): Emerging markets | Economic models
Author's keyword(s): Emerging markets | bond markets | financial crises | comovement | contagion

 

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 1, 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: 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 1, 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 1, 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 1, 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 1, 2007
Subject(s): Financial stability | European Union | Banking systems
Author's keyword(s): European Union | financial stability | spillovers | contagion | large banks

 

Results: 1 2 [Next] [New Search] [Sort by Author] [Sort by Title]


How to Order