Concepedia

Contagion Risk

Contagion Risk is a type of financial risk that refers to the propensity for an economic crisis in one market or region to spread迅速ly to other interconnected markets or institutions, distinguished by its transmission mechanism through direct linkages, investor behavior, or systemic dependencies.

561

Publications

41.2K

Citations

1.2K

Authors

715

Institutions

Publications per year

2017–2026

260

Variants

Contagion Risk In FinanceFinancial Contagion Risk

Parents

Publications

561

Financial Contagion

Franklin Allen, Douglas Gale · Journal of Political Economy · 2000 · 3.1K citations

, , +17

Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns

Abdullah M. Al-Awadhi, Khaled Alsaifi, Ahmad M. Al-Awadhi et al. · Journal of Behavioral and Experimental Finance · 2020 · 1.4K citations · Full text

, , +16

Contagion in financial networks

Prasanna Gai, Sujit Kapadia · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2010 · 1.1K citations

, , +13

Liquidity Risk and Contagion

Rodrigo Cifuentes, Gianluigi Ferrucci, Hyun Song Shin · Journal of the European Economic Association · 2005 · 899 citations

, , +17

Dynamic correlation analysis of financial contagion: Evidence from Asian markets

Thomas C. Chiang, Bang Nam Jeon, Huimin Li · Journal of International Money and Finance · 2007 · 892 citations

, , +16

1–5 of 561

Authors

1.2K

  1. HS
    Hyun Song Shin

    Bank for International Settlements, Switzerland

    7 publications · 1.4K citations

    7

    h-index

  2. RF
    Renée Fry-McKibbin

    Australian National University, Australia

    7 publications · 460 citations

    7

    h-index

  3. SC
    Shaen Corbet

    Dublin City University, Ireland

    6 publications · 1.1K citations

    6

    h-index

  4. VL
    Vance L. Martin

    The University of Melbourne, Australia

    6 publications · 427 citations

    6

    h-index

  5. BM
    Brian M. Lucey

    Trinity College Dublin, Ireland

    6 publications · 1.4K citations

    6

    h-index

1–5 of 1.2K

Institutions

715

  1. International Monetary Fund

    Washington D.C., United States

    17 h-index

    26 publications

    1.9K citations

  2. Australian National University

    Canberra, Australia

    12 h-index

    18 publications

    2.1K citations

  3. Chinese Academy of Sciences

    Beijing, China

    10 h-index

    25 publications

    947 citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    10 h-index

    10 publications

    697 citations

  5. European Central Bank

    Frankfurt am Main, Germany

    10 h-index

    11 publications

    759 citations

  6. National Bureau of Economic Research

    Cambridge, United States

    9 h-index

    15 publications

    2.1K citations

  7. Sichuan University

    Chengdu, China

    9 h-index

    18 publications

    564 citations

  8. Bank for International Settlements

    Basel, Switzerland

    9 h-index

    9 publications

    985 citations

1–8 of 715

Venues

  1. SSRN Electronic Journal

    Repository · 73 publications · 3.8K citations

    33

    h-index

  2. Finance research letters

    18 publications · 3.1K citations

    15

    h-index

  3. Economic Modelling

    17 publications · 951 citations

    15

    h-index

  4. Research in International Business and Finance

    14 publications · 786 citations

    14

    h-index

  5. 12

    h-index

1–5