Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124729568> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W3124729568 endingPage "43" @default.
- W3124729568 startingPage "1" @default.
- W3124729568 abstract "We develop a multiple rational expectations model of securities prices to explain the determinants of financial market contagion. Although the model allows contagion through several channels, our primary focus is on contagion through cross-market rebalancing. Through this channel, investors transmit idiosyncratic shocks from one market to others by adjusting their portfolios' exposures to macroeconomic risks which are shared across markets. The pattern and severity of financial contagion depends on markets' sensitivities to shared macroeconomic risk factors, and on the amount of information asymmetry in each market. The model can generate contagion in the absence of news, and between markets that do not directly share macroeconomic risks." @default.
- W3124729568 created "2021-02-01" @default.
- W3124729568 creator A5065907091 @default.
- W3124729568 creator A5073198607 @default.
- W3124729568 date "1998-01-01" @default.
- W3124729568 modified "2023-09-27" @default.
- W3124729568 title "A Rational Expectations Model of Financial Contagion" @default.
- W3124729568 cites W1491481796 @default.
- W3124729568 cites W1500092381 @default.
- W3124729568 cites W1585589540 @default.
- W3124729568 cites W1964190556 @default.
- W3124729568 cites W2014824192 @default.
- W3124729568 cites W2015207267 @default.
- W3124729568 cites W2020710668 @default.
- W3124729568 cites W2021383658 @default.
- W3124729568 cites W2027953212 @default.
- W3124729568 cites W2030100740 @default.
- W3124729568 cites W2060714269 @default.
- W3124729568 cites W2081884641 @default.
- W3124729568 cites W2103551704 @default.
- W3124729568 cites W2139163404 @default.
- W3124729568 cites W2149908462 @default.
- W3124729568 cites W2568767495 @default.
- W3124729568 cites W2954748668 @default.
- W3124729568 cites W2955634232 @default.
- W3124729568 cites W3121297842 @default.
- W3124729568 cites W3121503847 @default.
- W3124729568 cites W3123327953 @default.
- W3124729568 cites W3125501108 @default.
- W3124729568 cites W3126114855 @default.
- W3124729568 cites W4230224162 @default.
- W3124729568 cites W4243527821 @default.
- W3124729568 cites W4248503640 @default.
- W3124729568 doi "https://doi.org/10.17016/feds.1998.48" @default.
- W3124729568 hasPublicationYear "1998" @default.
- W3124729568 type Work @default.
- W3124729568 sameAs 3124729568 @default.
- W3124729568 citedByCount "10" @default.
- W3124729568 countsByYear W31247295682022 @default.
- W3124729568 countsByYear W31247295682023 @default.
- W3124729568 crossrefType "journal-article" @default.
- W3124729568 hasAuthorship W3124729568A5065907091 @default.
- W3124729568 hasAuthorship W3124729568A5073198607 @default.
- W3124729568 hasBestOaLocation W31247295681 @default.
- W3124729568 hasConcept C10138342 @default.
- W3124729568 hasConcept C106159729 @default.
- W3124729568 hasConcept C137577040 @default.
- W3124729568 hasConcept C139719470 @default.
- W3124729568 hasConcept C149782125 @default.
- W3124729568 hasConcept C162324750 @default.
- W3124729568 hasConcept C19244329 @default.
- W3124729568 hasConcept C2778300220 @default.
- W3124729568 hasConcept C2778890369 @default.
- W3124729568 hasConcept C2992262398 @default.
- W3124729568 hasConcept C556758197 @default.
- W3124729568 hasConcept C96016098 @default.
- W3124729568 hasConceptScore W3124729568C10138342 @default.
- W3124729568 hasConceptScore W3124729568C106159729 @default.
- W3124729568 hasConceptScore W3124729568C137577040 @default.
- W3124729568 hasConceptScore W3124729568C139719470 @default.
- W3124729568 hasConceptScore W3124729568C149782125 @default.
- W3124729568 hasConceptScore W3124729568C162324750 @default.
- W3124729568 hasConceptScore W3124729568C19244329 @default.
- W3124729568 hasConceptScore W3124729568C2778300220 @default.
- W3124729568 hasConceptScore W3124729568C2778890369 @default.
- W3124729568 hasConceptScore W3124729568C2992262398 @default.
- W3124729568 hasConceptScore W3124729568C556758197 @default.
- W3124729568 hasConceptScore W3124729568C96016098 @default.
- W3124729568 hasIssue "48" @default.
- W3124729568 hasLocation W31247295681 @default.
- W3124729568 hasLocation W31247295682 @default.
- W3124729568 hasLocation W31247295683 @default.
- W3124729568 hasOpenAccess W3124729568 @default.
- W3124729568 hasPrimaryLocation W31247295681 @default.
- W3124729568 hasRelatedWork W1966100523 @default.
- W3124729568 hasRelatedWork W2003780327 @default.
- W3124729568 hasRelatedWork W2028300123 @default.
- W3124729568 hasRelatedWork W2175452583 @default.
- W3124729568 hasRelatedWork W2237471789 @default.
- W3124729568 hasRelatedWork W2269712978 @default.
- W3124729568 hasRelatedWork W2740827811 @default.
- W3124729568 hasRelatedWork W2785707462 @default.
- W3124729568 hasRelatedWork W3124729568 @default.
- W3124729568 hasRelatedWork W3153482468 @default.
- W3124729568 hasVolume "1998" @default.
- W3124729568 isParatext "false" @default.
- W3124729568 isRetracted "false" @default.
- W3124729568 magId "3124729568" @default.
- W3124729568 workType "article" @default.