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Portfolio Diversification, Leverage, and Financial Contagion · Study

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ChapterPortfolio Diversification, Leverage, and Financial Contagion

Garry J. Schinasi2001

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Chaptergreen2001

Portfolio Diversification, Leverage, and Financial Contagion

Garry J. Schinasi · R. Todd Smith

119 citations·0/0 files stored·Springer eBooks

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Financial Risk and Volatility Modeling Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1994The Sharpe Ratio 1990Transmission of Volatility between Stock Markets 1989Transmission of Volatility Between Stock Markets 2000On crises, contagion, and confusion 2002A Rational Expectations Model of Financial Contagion 1991On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results 2000Rational contagion and the globalization of securities markets 1999Financial Market Contagion in the Asian Crisis

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2003What Is International Financial Contagion?2013Pure or Wake‐up‐Call Contagion? Another Look at the EMU Sovereign Debt Crisis 2007Market Distress and Vanishing Liquidity: Anatomy and Policy Options 2010Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005 2009Extreme coexceedances in new EU member states' stock markets 2015Transmission of sovereign risk in the Euro crisis

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Year2001

Typechapter

Published2001-01-01

VenueSpringer eBooks

Languageen

Citations119

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-1-4757-3314-3_8

openalex_workW2052572525

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2004When in Peril, Retrench: Testing the Portfolio Channel of Contagion

2005Banking on Foreigners: The Behavior of International Bank Claims on Latin America, 1985-2000

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