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Contagion and the transmission of financial crises – implications for investors and regulators
Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
2012 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

The occurence of financial contagion can lead to hazardous results for financial institutions, financial markets as well as for the whole economy. Therefore it can have even serious economic effects on everybody´s life. That is why it is of great interest to deeper understand its characteristics. As classical finance theory seems not to give the best answers to this topic, the young academic field of behavioural finance can deliver new insights. The main purpose of this work is to provide an introduction mainly to professionals in portfolio and risk management and help them to tackle the problem of contagion at an early stage. Therefore not only aspects of behavioural finance are discussed, but the topic contagion is also brought into connection with network analyses and the current regulation process. Our paper can not answer all questions related to contagion, but it can help the reader to better understand its main aspects and enables him to delve deeper into this field.

Place, publisher, year, edition, pages
Keyword [en]
Contagion, investor behaviour, herding, network analysis, portfolio management, volatility
National Category
URN: urn:nbn:se:hj:diva-18274OAI: diva2:530876
Social and Behavioural Science, Law
Available from: 2012-06-27 Created: 2012-06-04 Last updated: 2012-06-27Bibliographically approved

Open Access in DiVA