Market Meltdown and the Propagation Mechanism of Contagion
World economy came on a tailspin because of market meltdown and the propagation of contagion triggered by recession, starting mostly from the US economy. This work highlights the grim developments in the financial sectors and the real sectors world-wide, and then an attempt is made to highlight the...
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| Format: | Article |
| Language: | English |
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Universiti Utara Malaysia
2010-08-01
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| Series: | The International Journal of Banking and Finance |
| Subjects: | |
| Online Access: | https://www.e-journal.uum.edu.my/index.php/ijbf/article/view/8414 |
| _version_ | 1828069223081967616 |
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| author | Dilip K. Ghosh Dipasri Ghosh |
| author_facet | Dilip K. Ghosh Dipasri Ghosh |
| author_sort | Dilip K. Ghosh |
| collection | DOAJ |
| description | World economy came on a tailspin because of market meltdown and the propagation of contagion triggered by recession, starting mostly from the US economy. This work highlights the grim developments in the financial sectors and the real sectors world-wide, and then an attempt is made to highlight the propagation mechanism of infective contagion. Theoretical structures of such interconnected are showcased through various analytical vehicles. The indices of sensitivities and dispersions are measured in mathematical terms, and in that sense a new analytical framework is presented. However, empirical evaluations of the propagation mechanism remain unfinished because of the dearth of data
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| first_indexed | 2024-04-11T00:14:58Z |
| format | Article |
| id | doaj.art-0f179cb89568492f9a9f33e494177dd5 |
| institution | Directory Open Access Journal |
| issn | 2811-3799 2590-423X |
| language | English |
| last_indexed | 2024-04-11T00:14:58Z |
| publishDate | 2010-08-01 |
| publisher | Universiti Utara Malaysia |
| record_format | Article |
| series | The International Journal of Banking and Finance |
| spelling | doaj.art-0f179cb89568492f9a9f33e494177dd52023-01-09T03:08:31ZengUniversiti Utara MalaysiaThe International Journal of Banking and Finance2811-37992590-423X2010-08-0172Market Meltdown and the Propagation Mechanism of ContagionDilip K. Ghosh0Dipasri Ghosh1American University CairoCalifornia State University (Fullerton)World economy came on a tailspin because of market meltdown and the propagation of contagion triggered by recession, starting mostly from the US economy. This work highlights the grim developments in the financial sectors and the real sectors world-wide, and then an attempt is made to highlight the propagation mechanism of infective contagion. Theoretical structures of such interconnected are showcased through various analytical vehicles. The indices of sensitivities and dispersions are measured in mathematical terms, and in that sense a new analytical framework is presented. However, empirical evaluations of the propagation mechanism remain unfinished because of the dearth of data https://www.e-journal.uum.edu.my/index.php/ijbf/article/view/8414Market MeltdownContagionSubprime LoansTroubled Asset Relief Program (TARP)Securitization |
| spellingShingle | Dilip K. Ghosh Dipasri Ghosh Market Meltdown and the Propagation Mechanism of Contagion The International Journal of Banking and Finance Market Meltdown Contagion Subprime Loans Troubled Asset Relief Program (TARP) Securitization |
| title | Market Meltdown and the Propagation Mechanism of Contagion |
| title_full | Market Meltdown and the Propagation Mechanism of Contagion |
| title_fullStr | Market Meltdown and the Propagation Mechanism of Contagion |
| title_full_unstemmed | Market Meltdown and the Propagation Mechanism of Contagion |
| title_short | Market Meltdown and the Propagation Mechanism of Contagion |
| title_sort | market meltdown and the propagation mechanism of contagion |
| topic | Market Meltdown Contagion Subprime Loans Troubled Asset Relief Program (TARP) Securitization |
| url | https://www.e-journal.uum.edu.my/index.php/ijbf/article/view/8414 |
| work_keys_str_mv | AT dilipkghosh marketmeltdownandthepropagationmechanismofcontagion AT dipasrighosh marketmeltdownandthepropagationmechanismofcontagion |