Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122653313> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W3122653313 abstract "Financial contagion among countries can arise from different channels, the most important of which are financial markets and bank lending. The paper aims to build an econometric network approach to understand the extent to which contagion spillovers (from one country to another) arise from financial markets, from bank lending, or from both. To achieve this aim we consider a model specification strategy which combines Vector Autoregressive models with network models. The paper contributes to the contagion literature with a model that can consider bank exposures and financial market prices, jointly and not only separately. From an empirical viewpoint, our results show that both bilateral exposures and market prices act as contagion channels in the transmission of shocks arising from a country to international financial markets. While the impact of the former is more stable in time, the latter is more volatile and reacts to a wider variety of events." @default.
- W3122653313 created "2021-02-01" @default.
- W3122653313 creator A5002024902 @default.
- W3122653313 creator A5049312517 @default.
- W3122653313 creator A5051364218 @default.
- W3122653313 date "2020-01-01" @default.
- W3122653313 modified "2023-09-23" @default.
- W3122653313 title "Network VAR models to Measure Financial Contagion" @default.
- W3122653313 hasPublicationYear "2020" @default.
- W3122653313 type Work @default.
- W3122653313 sameAs 3122653313 @default.
- W3122653313 citedByCount "0" @default.
- W3122653313 crossrefType "posted-content" @default.
- W3122653313 hasAuthorship W3122653313A5002024902 @default.
- W3122653313 hasAuthorship W3122653313A5049312517 @default.
- W3122653313 hasAuthorship W3122653313A5051364218 @default.
- W3122653313 hasConcept C10138342 @default.
- W3122653313 hasConcept C106159729 @default.
- W3122653313 hasConcept C133029050 @default.
- W3122653313 hasConcept C149782125 @default.
- W3122653313 hasConcept C159877910 @default.
- W3122653313 hasConcept C162324750 @default.
- W3122653313 hasConcept C180075932 @default.
- W3122653313 hasConcept C19244329 @default.
- W3122653313 hasConcept C2778890369 @default.
- W3122653313 hasConcept C556758197 @default.
- W3122653313 hasConceptScore W3122653313C10138342 @default.
- W3122653313 hasConceptScore W3122653313C106159729 @default.
- W3122653313 hasConceptScore W3122653313C133029050 @default.
- W3122653313 hasConceptScore W3122653313C149782125 @default.
- W3122653313 hasConceptScore W3122653313C159877910 @default.
- W3122653313 hasConceptScore W3122653313C162324750 @default.
- W3122653313 hasConceptScore W3122653313C180075932 @default.
- W3122653313 hasConceptScore W3122653313C19244329 @default.
- W3122653313 hasConceptScore W3122653313C2778890369 @default.
- W3122653313 hasConceptScore W3122653313C556758197 @default.
- W3122653313 hasLocation W31226533131 @default.
- W3122653313 hasOpenAccess W3122653313 @default.
- W3122653313 hasPrimaryLocation W31226533131 @default.
- W3122653313 hasRelatedWork W1619031729 @default.
- W3122653313 hasRelatedWork W1665925817 @default.
- W3122653313 hasRelatedWork W179845664 @default.
- W3122653313 hasRelatedWork W1874094373 @default.
- W3122653313 hasRelatedWork W2006393162 @default.
- W3122653313 hasRelatedWork W2092209725 @default.
- W3122653313 hasRelatedWork W2092426574 @default.
- W3122653313 hasRelatedWork W2168329715 @default.
- W3122653313 hasRelatedWork W2385730066 @default.
- W3122653313 hasRelatedWork W2520704523 @default.
- W3122653313 hasRelatedWork W2767506878 @default.
- W3122653313 hasRelatedWork W2791306228 @default.
- W3122653313 hasRelatedWork W2889339280 @default.
- W3122653313 hasRelatedWork W2920262844 @default.
- W3122653313 hasRelatedWork W3004020848 @default.
- W3122653313 hasRelatedWork W3091932122 @default.
- W3122653313 hasRelatedWork W3125788559 @default.
- W3122653313 hasRelatedWork W3178072711 @default.
- W3122653313 hasRelatedWork W63300189 @default.
- W3122653313 hasRelatedWork W1664107900 @default.
- W3122653313 isParatext "false" @default.
- W3122653313 isRetracted "false" @default.
- W3122653313 magId "3122653313" @default.
- W3122653313 workType "article" @default.