contagion effect
Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets
... In this paper, we investigate the presence of flight-to-quality from stocks to bonds as they are the two alternative asset classes predominantly used for hedging in- vestment risk. A negative correlation between stock ...
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The contagion effect: evidences from former Soviet Economies in Eastern Europe
... the contagion effect exists among the seven former-Soviet economies in Eastern Europe: Belarus, Estonia, Latvia, Lithuania, Moldova, Russia and Ukraine throughout the period from November 1996 to December ...
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Contagion Effect Of Decrease In Auditor Quality And Earnings Management
... of contagion effects from a decrease in auditor quality. Contagion effect of a decreasing audit quality shows that auditors who have low quality cause misstatement and bring the impact of the ...
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Analysis of the Contagion Effect to the Credit Derivative Valuation
... the contagion effect displays an interesting phenomenon with different correlation degrees of reference ...the contagion effect intensity increases. Otherwise, the contagion ...
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Contagion effect in banking system measures based on randomised loss scenarios
... Netting. We used netted exposures in our simulation. This is justified by the fact that in case a given bank refuses to meet its obligations to other bank, its creditor can block all deposits taken from this given bank. ...
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A preliminary investigation into the use of the emotional contagion effect in the exercise environment
... The outcomes need to be interpreted with caution, as there was also a moderate negative effect for Enjoyment (d ¼ 0.61). Given the supposed interaction between these variables, a corresponding increase in Enjoyment might ...
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A preliminary investigation into the use of the emotional contagion effect in the exercise environment
... subjective exercise experience. It is therefore difficult to accept the ESs as being indicative of a ‘real’, practical effect. As an additional measure, correlational analysis was conducted between the ‘happiness’ ...
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Endogenous and Exogenous Explanations for the Financial Crises in Mexico, SE Asian and Russia
... pure contagion and that the mechanism of the transmission of this contagion will be through the portfolios of international investors including the financial link of the joint ...
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The relative importance of competition to contagion: evidence from the digital currency market
... (contagion effect) or in the opposite direction (competitive ...a contagion effect (stock prices of competitors move in the same direction) because such information affects all competitors in ...
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Equity Market Comovement and Contagion: A Sectoral Perspective
... the contagion effect at sector level is important for several ...the contagion at the market level may mask the heterogeneous performances of various ...Sector contagion may be asymmetric, in ...
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Absenteeism and Peer Interaction Effects: Evidence from an Italian Public Institute
... Finally, since in divisions in which workers are often sick the influence of peer absenteeism on individual absence behaviour may also be due to a contagion effect, in column 5 are repor[r] ...
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Impact of the Credit Rating Revision on the Eurozone Stock Markets
... the effect of sovereign credit ratings revisions on Eurozone stock market s’ co-movements is relatively ...regional contagion effect to neighboring countries through a wake-up ...
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Effect of catastrophic disaster in financial market contagion
... the contagion effect in other market due to economic and financial shocks (see, Chiang, Jeon, & Li, 2007; Forbes & Rigobon, 2002; Khan & Park, 2009; Palamalai, Kalaivani, & Devakumar, 2013), ...
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European Stock Market Contagion during Sovereign Debt Crisis and the Effects of Macroeconomic Announcements on the Correlations of Gold,Dollar and Stock Returns
... the contagion effect of European sovereign debt crisis so far is very ...the contagion effect in European bond ...negative effect on the Credit Default Swap spreads of other ...
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Testing extreme dependence in financial time series
... the contagion is evident in those cases where the obtained p-value is less than ...the contagion effect is significant either at 5% or at 10% level from Argentina to Brazil, Colombia, Mexico, Peru ...
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Borrower Empowerment and Savings: A Two stage Micro finance Scheme
... Interestingly, both these results hinge on a negative aspect of joint lia- bility lending, something that we call the contagion effect. Because of joint liability, the incentive to work is lower under ...
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Contagion of Violence: The Role of Narratives, Worldviews, Mechanisms of Transmission and Contagion Entrepreneurs
... Counter-contagion can be analysed through the same four-part framework as contagion. First, a range of narratives is used to counter both the sanguma narrative and the violent behaviour script. ...
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Effectiveness variation in simulated school-based network interventions
... the contagion process with either a higher transmission probability (simple), or double contribution in the calculation of proportion of friends already adopted ...
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Co-contagion diffusion on multilayer networks
... faster contagion, if containing non-zero dormancy, will induce branching on the slower ...between contagion changes and branch induction behavior switches between ...
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Microfinance Impact Evaluation: A Managerial Perspective
... For example, suppose that a school district wants to rigorously evaluate whether a new teacher professional development curriculum is more effective than the district’s existing curriculum. The district might undertake ...
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