What is Financial Contagion?

No abstract is available for this paper.

• Publication year

  2011

• Venue

  Microeconomics: General Equilibrium & Disequilibrium Models of Financial Markets eJournal

• Publication date

  2011-03-30

• Fields of study

  Business, Economics

• Identifiers
  DOI 10.1002/9781118267646.CH1
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• The Financial Crisis of Our Time

  2011cited by this paper
• Lessons from the financial crisis : causes, consequences, and our economic future

  2010cited by this paper
• The Panic of 1907: Lessons Learned from the Market's Perfect Storm

  2007cited by this paper
• Market Integration and Contagion

  2005cited by this paper
• Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion

  2005cited by this paper
• International financial contagion in currency crises

  2004cited by this paper
• A Primer on Financial Contagion

  2003cited by this paper
• The Unholy Trinity of Financial Contagion

  2003cited by this paper
• No Contagion, Only Interdependence: Measuring Stock Market Comovements

  2002cited by this paper
• The Asian financial crisis : origins, implications, and solutions

  1999cited by this paper
• Sulfur Dioxide Control by Electric Utilities: What Are the Gains from Trade?

  1998cited by this paper
• The Commanding Heights: The Battle for the World Economy

  1998cited by this paper

• Bank Failures: The Roles of Solvency and Liquidity

  2026cites this paper
• Social Contagion and Bank Runs: An Agent-Based Model with LLM Depositors

  2026cites this paper
• Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach

  2026cites this paper
• Modelling viable supply networks with cooperative adaptive financing

  2026cites this paper
• The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector

  2026cites this paper
• Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis

  2025cites this paper
• Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets

  2025cites this paper
• Modeling and Stabilizing Financial Systemic Risk Using Optimal Control Theory

  2025cites this paper
• General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks

  2025cites this paper
• The Impact of Industry‐Level Loan Similarity on Systemic Risk in the Banking Sector

  2025cites this paper
• Cryptocurrency as an Investable Asset Class: Coming of Age

  2025cites this paper
• Kajian Hukum Terhadap Merger dan Akuisisi di Sektor Perbankan: Implikasi Terhadap Stabilitas Keuangan

  2025cites this paper
• Systemic Stability in the Fintech Lending Era: Network Linkages, Liquidity Risk, and Macroprudential Policy

  2025cites this paper
• An Evidence-Based Paradigm for Financial GNNs: The Case for Principled Simplicity in Volatility Spillover Modeling

  2025cites this paper
• A Non-Cooperative Model of Network Formation with Endogenous Link Strength

  2025cites this paper
• Are CLO markets that contagious? Evidence from COVID-19 induced sell-off in the financial markets

  2025cites this paper
• A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks

  2025cites this paper
• Geopolitical Risk, Economic Policy Uncertainty, and Islamic Stock Returns

  2025cites this paper
• Local and Global Balance in Financial Correlation Networks: an Application to Investment Decisions

  2025cites this paper
• Methodological justification of state regulation and self-regulation of the development of the banking sector and its financial security

  2025cites this paper
• The systemic impact of edges in financial networks

  2025cites this paper
• Noise induced Stability of a Mean-Field model of Systemic Risk with uncertain robustness

  2025cites this paper
• A Quantitative Model of Banking Industry Dynamics

  2025influential citation
• A Practical Guide to Interpretable Role-Based Clustering in Multi-Layer Financial Networks

  2025cites this paper
• BANKING SECTOR DOMINANCE AND CROSS-SECTORAL DEPENDENCIES IN THE IRAQI STOCK EXCHANGE: A MACHINE LEARNING AND NETWORK ANALYSIS APPROACH

  2025cites this paper
• Default Resilience and Worst-Case Effects in Financial Networks

  2024cites this paper
• The silicon valley bank collapse, deposit insurance concentration, and stock market returns

  2024cites this paper
• Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms

  2024cites this paper
• Evolution of Debt Financing Toward Less-Regulated Financial Intermediaries in the United States

  2024cites this paper
• Talent Management and Organizational Change in Corporate Mergers and Acquisitions

  2024cites this paper
• INTERCONNECTEDNESS OF BRICS FINANCIAL MARKETS: A SPILLOVER ANALYSIS

  2024cites this paper
• Testing linearity of spatial interaction functions \`a la Ramsey

  2024cites this paper
• Analysis of Banking Risks According to IFRS 7 and its Impacts of Financial Failure Forecasting in Iraqi Private Banks

  2024cites this paper
• Piercing the Veil of TVL: DeFi Reappraised

  2024cites this paper
• Analisis Transaksi Perbankan Syariah Melalui Sistem Bank Indonesia–Real Time Gross Settlement (Sistem BI-RTGS) Terhadap Pertumbuhan Ekonomi: Generalized Method Of Moment

  2024cites this paper
• Determinants of banking crises (Fragility) in the Malawian banking sector

  2024cites this paper
• Preferential Selective-Aware Graph Neural Network for Preventing Attacks in Interbank Credit Rating

  2024cites this paper
• Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?

  2024cites this paper
• Strategic formation of production networks

  2024cites this paper
• AN IN-DEPTH ANALYSIS OF HOW CAR, CREDIT RISK, AND LIQUIDITY AFFECT PROFITABILITY

  2024cites this paper
• What is the Price for Lending in Financial Networks?

  2024cites this paper
• Trademarks in Banking

  2024cites this paper
• Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics

  2023influential citation
• The highs and the lows: bank failures in Sweden through inflation and deflation, 1914–1926

  2023cites this paper
• Connected Lending of Last Resort

  2023cites this paper
• Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors

  2023cites this paper
• Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers

  2023influential citation
• The Impact of Financial Market Volatility on Investments in China and Southeast Asia

  2023cites this paper
• Innovation, growth and financial market

  2023cites this paper
• Measuring risk contagion in financial networks with CoVaR

  2023cites this paper
• PENGARUH INDEKS GLOBAL TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) : BUKTI EMPIRIS MENGGUNAKAN DATA HARIAN

  2023cites this paper
• Does Human-algorithm Feedback Loop Lead To Error Propagation? Evidence from Zillow’s Zestimate ∗

  2023cites this paper
• Systemic Risk and Blockchain Technology

  2023cites this paper
• Contagion Effects of the Silicon Valley Bank Run

  2023cites this paper
• The Impact of Industry Concentration on Stability: The Case of Indonesian Islamic-Commercial Banks

  2023cites this paper
• Questioni di Economia e Finanza

  2023cites this paper
• Analysis of Dynamic Connectedness among Sovereign CDS Premia

  2023cites this paper
• Empirical Studies on Economic and Financial Spillovers : Asymmetric Risk and Dependence Modeling

  2023cites this paper
• Large Banks and Systemic Risk: Insights from a Mean-Field Game Model

  2023cites this paper
• Feedback and Contagion through Distressed Competition

  2023cites this paper
• Do Non-Banks Need Access to the Lender of Last Resort? Evidence from Fund Runs

  2023cites this paper
• Toward Sustainable Development: Assessing the Effects of Financial Contagion on Human Well-Being in Romania

  2023influential citation
• Sources of Funding in a Crisis: Evidence from Investment Banks

  2023cites this paper
• The Design of Macroprudential Stress Tests

  2023influential citation
• Present State and Future Directions of Digital Payments System: A Historical and Bibliographic Examination

  2023cites this paper
• Financial Interconnectedness and Bank Risk-Taking: Evidence from China

  2023cites this paper
• The Benefits and Costs of Transparent Supervision of Public Banks: Evidence from Disclosure of SEC Comment Letters

  2023cites this paper
• Cross-spectral coherence and dynamic connectedness among contactless digital payments and digital communities, enterprise collaboration, and virtual reality firms

  2022cites this paper
• Synchronicity and Fragility ∗

  2022cites this paper
• Human-Algorithm Interactions: Evidence from Zillow.com

  2022cites this paper
• Who Can Tell Which Banks Will Fail?

  2022influential citation
• Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

  2022influential citation
• Financial Market Ethics

  2022cites this paper
• NBER WORKING PAPER SERIES LIQUIDITY , FINANCIAL CENTRALITY , AND THE VALUE OF KEY PLAYERS

  2022cites this paper
• The link between regional CDS spreads and equity returns: a multivariate GARCH approach

  2022cites this paper
• RBI WORKING PAPER SERIES Concentration, Competition and Soundness of the Banking System in India

  2022cites this paper
• Dynamic effects of network exposure on equity markets

  2022cites this paper
• How Does Exogenous Shock Change the Structure of Interbank Network?: Evidence from China under COVID-19

  2022influential citation
• Covid-19 and Serbian Stock Market Response

  2022cites this paper
• Information networks in the financial sector and systemic risk

  2022influential citation
• An optimal Islamic investment decision in two-region economy: The case of Indonesia and Malaysia

  2022cites this paper
• International Financial Regulation: The Role of Banking Sector Sizes

  2022cites this paper
• Journal of Financial Stability

  2022cites this paper
• Liquidity, Financial Centrality, and the Value of Key Players

  2022cites this paper
• A Wake-Up Call Theory of Contagion

  2022influential citation
• Application of Agent-Based Modeling: Simulating Financial Systemic Risk and Contagion within Housing and Financial Markets

  2022influential citation
• Intermediation via Credit Chains

  2022influential citation
• Loan Moratorium Announcements and Stock Market Reaction: An Event Study Analysis

  2022cites this paper
• Positive Bank-to-Bank Spillovers

  2022cites this paper
• The Network Structure of Money Multiplier *

  2022cites this paper
• Mark-to-Market, Loan Retention, and Loan Origination

  2022cites this paper
• Cascading bankruptcies under simultaneous sectorial shocks: Theory and application to the Tunisian banking sector

  2022cites this paper
• The conditional impact of market consolidation and market power on banking stability-Evidence from Europe Herwald,

  2022influential citation
• Using Active Queries to Infer Symmetric Node Functions of Graph Dynamical Systems

  2022cites this paper
• A Regulatory Perspective on the Actual Challenges for the European Deposit Insurance Scheme

  2022cites this paper
• Market Instability, Investor Sentiment, and Probability Judgment Error in Index Option Prices

  2022cites this paper
• Interbank Debt Contagion and Financial Network Solvency 1

  2022cites this paper
• Agent-based Multi-layer Network Simulations for Financial Systemic Risk Measurement: a Proposal for Future Developments

  2022cites this paper
• Financial Failure and Depositor Quality: Evidence from Building and Loan Associations in California

  2022cites this paper
• OTC Intermediaries

  2022influential citation