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Crises and Contagion

Antonios A. Sangvinatsos
Marshall School of Business, USC

September 2002

Abstract:
I review the crises and contagion literature as it has been formed during the last decade. The focus of the paper is to describe the main channels through which crises spread as they have been described in empirical studies and then present theoretical papers that support those views. Specifically, I look at how liquidity shocks, common fundamentals, cross-market rebalancing, and borrowing constraints can lead to contagion.

Keywords: Crises, Contagion, liquidity shocks, common fundamentals, cross-market rebalancing, borrowing constraints

JEL Classifications: A10, F20, F21, F30, F40, G15

Working Paper Series

Date posted: February 15, 2007 ; Last revised: February 15, 2007

Suggested Citation

Sangvinatsos, Antonios A., Crises and Contagion (September 2002). Available at SSRN: http://ssrn.com/abstract=960985

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Contact Information

Antonios A. Sangvinatsos (Contact Author)

Marshall School of Business, USC ( email )

701 Exposition Blvd
HOH Room 701
Los Angeles, CA 90089
United States
213 740 6532 (Phone)
213 740 6550 (Fax)

HOME PAGE: http://www-rcf.usc.edu/~sangvina/