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The Theory Of International Financial Contagion

Author

Listed:
  • LUPU, Iulia

    (Centre for Financial and Monetary Research “Victor Slăvescu”, Romanian Academy)

Abstract

Financial contagion is a complex and multivariate process, with no widely accepted definition and an accurate measurement methodology. Contagion became more and more the central idea of research studies because it is perceived as a problem, and often associated with financial crises. The reason for that international diversification of investment portfolios is applied to protect against country risk, is no longer valid, correlations between markets largely vanishing its benefits. In this article we intend to present the ways in which the subject of international financial contagion was approached.

Suggested Citation

  • LUPU, Iulia, 2012. "The Theory Of International Financial Contagion," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 16(4), pages 35-42.
  • Handle: RePEc:vls:finstu:v:16:y:2012:i:4:p:35-42
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    Citations

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    Cited by:

    1. CĂLIN, Adrian Cantemir, 2015. "Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 19(1), pages 53-66.
    2. CHIRILA, Viorica & CHIRILA, Ciprian, 2014. "Testing Stock Markets’ Integration From Central And Eastern European Countries Within Euro Zone," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 18(3), pages 76-88.
    3. Iulia LUPU, 2015. "European Stock Markets Correlations In A Markov Switching Framework," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 103-119, September.

    More about this item

    Keywords

    contagion; financial markets; financial crisis;

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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