Search Results for Contagion

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This paper presents evidence that spillovers through bank lending, as opposed to trade linkages...

This paper investigates whether financial crises are alike by considering whether a single...

This paper examines volatility spillovers from mature to emerging stock markets and tests for...

We analyze the implications of linking the compensation of fund managers to the returnof their...

One of the challenges of financial stability analysis and bank stress testing is how to establish...

The recent crises highlighted the role of cross-border banking linkages. This paper proposes two...