Contagion et stabilité financière Articles présentés


M. Cardona (Banque de France)


M. Dungey (Australian National University and Cambridge University)
Are financial crises alike?

SESSION 1: Contagion and Methodologies

R. Fry (Australian National University)
A new class of tests of contagion with applications

J. Idier (Banque de France, Paris 1 University)
Long term vs short term transmission in stock markets: the use of Markov switching multifractal models

J. Teiletche (SGAM and Dauphine-Paris University)
The determinants of extreme dependence in financial markets


R. Stulz (Ohio State University
Hedge fund contagion and Liquidity

SESSION 2: Financial Crises and Institutions

J. Chan Lau (International Finance Corporation)
Identifying contagion risk in the international banking system: an extreme value theory approach

M. Fratzscher (European Central Bank)
Global financial transmission of monetary policy shocks

B. González-Hermosillo (International Monetary Fund) and N. Frank (University of Oxford)
Transmission of liquidity shocks: evidence from the 2007 subprime crisis

Mis à jour le : 16/10/2017 14:19