Financial contagion in the laboratory: The cross-market rebalancing channel
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DOI: 10.1016/j.jbankfin.2013.06.005
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Cited by:
- Pragidis, I.C. & Aielli, G.P. & Chionis, D. & Schizas, P., 2015. "Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market," Journal of Financial Stability, Elsevier, vol. 18(C), pages 127-138.
- Chen, Na & Jin, Xiu, 2020. "Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Isabel Trevino, 2020. "Informational Channels of Financial Contagion," Econometrica, Econometric Society, vol. 88(1), pages 297-335, January.
- Anna Bayona & Oana Peia, 2020. "Financial Contagion and the Wealth Effect: An Experimental Study," Working Papers 202007, School of Economics, University College Dublin.
- Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018. "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, vol. 37(C), pages 114-133.
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More about this item
Keywords
Financial contagion; Rebalancing channel; Laboratory experiment;All these keywords.
JEL classification:
- C92 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Group Behavior
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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