Search Results for contagion risk

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The analysis of interconnectedness and contagion is an important part of the financial stability...

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

The large and growing international linkages of big Irish banks expose them to idiosyncratic...

This paper proposes a stochastic volatility model to measure sovereign financial distress. It...

We revisit the link between bailouts and bank risk taking. The expectation of government support...

This paper discusses a "pure" form of financial contagion, unrelated to economic fundamentals -...