, including contagion, flight to collateral, and swings in the issuance volume of the highest quality debt. We explain the …

this crisis. During the Irish financial crisis from 2007 to 2010, strong contagion effects are uncovered between Irish … equity markets and the investigated European equity markets. The contagion effects are found to ease dramatically in the … intervention as a mechanism to mitigate and absorb contagion associated with state-specific financial crises and if possible …

The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market … squared stock returns of all 35 stock indices studied. Empirical findings show the evidence of contagion during the global … financial crisis (GFC) and Euro Zone crisis (EZC). The intensity of contagion varies depending on its sources. This implies that …

of individual bond markets in recent years has been impressive, the threat of financial contagion to emerging Asian bond …

risk of crashes in other stocks (or indices). Our paper explicitly takes this contagion risk into account and studies its … investor significantly adjusts his portfolio when contagion is more likely to occur. Capturing the time dimension of contagion … portfolio decisions. Investors ignoring contagion completely or accounting for contagion while ignoring its time dimension …