create a website

International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan. (2016). Hosono, Kaoru ; Takizawa, Miho ; Tsuru, Kotaro.
In: The Japanese Economic Review.
RePEc:spr:jecrev:v:67:y:2016:i:3:d:10.1111_jere.12092.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Trade and financial channels as the transmission mechanism of the financial crisis. (2019). Yamada, Kazuo ; Shikimi, Masayo.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:63:y:2019:i:c:p:364-381.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. —— and R. Rigobon (2001) “Measuring Contagion: Conceptual and Empirical Issues”, in S. Claessens and K. J. Forbes, eds, International Financial Contagion, US: Springer, pp. 43–66.
    Paper not yet in RePEc: Add citation now
  2. Adrian, T. and H. S. Shin (2008) “Liquidity and Financial Contagion”, Financial Stability Review, Banque de France, No. 11, pp. 1–7.

  3. Amiti, M. and D. Weinstein (2011) “Exports and Financial Shocks”, Quarterly Journal of Economics, Vol. 126, No. 4, pp. 1841–1877.

  4. Baig, T. and I. Goldfajn (1999) “Financial Market Contagion in the Asian Crisis”, International Monetary Fund Staff Papers, Vol. 46, No. 2, pp. 167–195.

  5. Bank of Japan (2009) “Financial System Report”, BOJ Reports and Research Papers, March 2009.
    Paper not yet in RePEc: Add citation now
  6. Beltratti, A. and R. Stulz (2009) “Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation”, NBER Working Paper, No. 15180.

  7. Bricongne, J.C., L. Fontagné, G. Gaulier, D. Taglioni and V. Vicard (2012) “Firms and the Global Crisis: French Exports in the Turmoil”, Journal of International Economics, Vol. 87, No. 1, pp. 134–146.

  8. Calvo, S. and C. M. Reinhart (1996) “Capital Flows to Latin America: Is There Evidence of Contagion Effects?”, in G. Calvo, M. Goldstein and E. Hochreiter, eds, Private Capital Flows to Emerging Markets, Washington, DC: Peterson Institute for International Economics, pp. 151–171.

  9. Cetorelli, N. and L. S. Goldberg (2012) “Follow the Money: Quantifying Domestic Effects of Foreign Bank Shocks in the Great Recession”, American Economic Review, Vol. 102, No. 3, pp. 213–218.

  10. Chava, S. and A. Purnanandam (2011) “The Effect of Banking Crisis on Bank-Dependent Borrowers”, Journal of Financial Economics, Vol. 99, No. 1, pp. 116–135.

  11. Chor, D. and K. Manova (2012) “Off the Cliff and Back? Credit Conditions and International Trade During the Global Financial Crisis”, Journal of International Economics, Vol. 87, No. 1, pp. 117–133.

  12. Claessens, S., H. Tong and S. J. Wei (2012) “From the Financial Crisis to the Real Economy: Using Firm-Level Data to Identify Transmission Channels”, Journal of International Economics, Vol. 88, No. 2, pp. 375–387.

  13. Dornbusch, R., Y. C. Park and S. Claessens (2000) “Contagion: Understanding How It Spreads”, World Bank Research Observer, Vol. 15, No. 2, pp. 177–197.

  14. Dungey, M. and V. L. Martin (2007) “Unravelling Financial Market Linkages During Crises”, Journal of Applied Econometrics, Vol. 22, No. 1, pp. 89–119.

  15. Eaton, J., S. Kortum, B. Neiman and J. Romalis (2011) “Trade and the Global Recession”, NBER Working Paper, No. 16666.

  16. Eichengreen, B., A. K. Rose, C. Wyplosz, B. Dumas and A. Weber (1995), “Exchange Market Mayhem: The Antecedents and Aftermath of Speculative Attacks”, Economic Policy, Vol. 10, No. 21, pp. 249–312.
    Paper not yet in RePEc: Add citation now
  17. Engel, C. and J. Wang (2011) “International Trade in Durable Goods: Understanding Volatility, Cyclicality, and Elasticity”, Journal of International Economics, Vol. 83, No. 1, pp. 37–52.

  18. Erkens, D., M. Hung and P. Matos(2012) “Corporate Governance in the 2007–2008 Financial Crisis: Evidence from Financial Institutions Worldwide”, Journal of Corporate Finance, Vol. 18, No. 2, pp. 389–411.
    Paper not yet in RePEc: Add citation now
  19. Forbes, K. J. (2004), “The Asian Flu and Russian Virus: The International Transmission of Crises in Firm-Level Data”, Journal of International Economics, Vol. 63, No. 11, pp. 59–92.

  20. Frankel, J. and S. Schmukler (1998) “Crisis, Contagion, and Country Funds: Effects on East Asia and Latin America”, in R. Glick, ed., Managing Capital Flows and Exchange Rates: Perspectives from the Pacific Basin, Cambridge: Cambridge University Press, pp. 232–266.

  21. Froot, K., P. O’Connell and M. Seasholes (2001) “The Portfolio Flows of International Investors”, Journal of Financial Economics, Vol. 59, No. 2, pp. 151–193.

  22. Glick, R. and A. K. Rose (1999) “Contagion and Trade: Why are Currency Crises Regional?” Journal of International Money and Finance, Vol. 18, No. 4, pp. 603–617.

  23. Hosono, K., M. Takizawa and K. Tsuru (2011) “The International Transmission of the 2008 Crisis: Evidence from the Japanese Stock Market”, RIETI Discussion Paper Series, No. 11-E-050.

  24. Ivashina, V., D. S. Scharfstein and J. C. Stein (2012) “Dollar Funding and the Lending Behavior of Global Banks”, NBER Working Paper, No. 18528.

  25. Kamin, S. B. and L. P. Demarco (2012) “How Did a Domestic Housing Slump Turn into a Global Financial Crisis?” Journal of International Money and Finance, Vol. 31, No. 1, pp. 10–41.

  26. Kaminsky, G., R. Lyons and S. Schmukler (2004) “Managers, Investors, and Crises: Mutual Fund Strategies in Emerging Markets”, Journal of International Economics, Vol. 64, No. 1, pp. 113–134.

  27. Kin’yu Bijinesu (2007) “Bank Data 1: Investment in the U.S. subprime mortgage-related securitized products, End of June or July, 2007,” (in Japanese) Kin’yu Bijinesu, No. 252, pp. 154–155, Toyokeizai, Inc., Tokyo.
    Paper not yet in RePEc: Add citation now
  28. Levchenko, A. A., L. T. Lewis and L. L. Tesar (2010) “The Collapse of International Trade During the 2008–2009 Crisis: In Search of the Smoking Gun”, IMF Economic Review, Vol. 58, No. 2, pp. 214–253.

  29. MacKinlay, A. C. (1997) “Event Studies in Economics and Finance”, Journal of Economic Literature, Vol. 35, No. 1, pp. 13–39.

  30. Masson, P. (1998) “Contagion: Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria”, IMF Working Paper, No. 98/142.

  31. Paravisini, D., V. Rapporport, P. Schnabl and D. Wolfenzon(2011) “Dissecting the Effect of Credit Supply on Trade: Evidence from Matched Credit-Export Data”, NBER Working Paper, No. 16975.
    Paper not yet in RePEc: Add citation now
  32. Peek, J. and E. S. Rosengren (1997) “The International Transmission of Financial Shocks: The Case of Japan”, American Economic Review, Vol. 87, No. 4, pp. 495–505.

  33. Popov, A. and G. F. Udell (2012) “Cross-Border Banking, Credit Access, and the Financial Crisis”, Journal of International Economics, Vol. 87, No. 1. pp. 147–161.

  34. Rose, A. K. and M. M. Spiegel (2010) “Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure”, Pacific Economic Review, Vol. 15, No. 3, pp. 340–363.

  35. Sachs, J., A. Tornell and A. Velasco (1996) “Financial Crises in Emerging Markets: The Lessons from 1995”, Brookings Papers on Economic Activity, Vol. 27, No. 1, pp. 147–215.

  36. Schnabl, P. (2012) “The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market”, Journal of Finance, Vol. 67, No. 3, pp. 897–932.

  37. Sefcik, S. and R. Thompson (1986) “An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns as Dependent Variable”, Journal of Accounting Research, Vol. 24, No. 2, pp. 316–334.

  38. Tanaka, K. (2009) “Trade Collapse and International Supply Chains: Japanese Evidence”, in R. Baldwin, ed., The Great Trade Collapse: Causes, Consequences and Prospects, Geneva: VoxEU.org, pp. 199–206.
    Paper not yet in RePEc: Add citation now
  39. Van Rijckeghem, C. and B. Weder (2001) “Sources of Contagion: Is it Finance or Trade?” Journal of International Economics, Vol. 54, No. 2, pp. 293–308.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Sectoral Loan Portfolio Concentration and Bank Stability: Evidence from an Emerging Economy. (2020). Adzobu, Lydia ; Ansah-Adu, Kwadjo ; Kusi, Baah Aye ; Abasi, Alex Kwame.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:19:y:2020:i:1:p:66-99.

    Full description at Econpapers || Download paper

  2. Bank-Specific and Macroeconomic Determinants of Profitability: A Revisit of Pakistani Banking Sector under Dynamic Panel Data Approach. (2020). Tabassum, Nageena ; Yousaf, Muhammad Waqas ; Rahman, Habib-Ur.
    In: IJFS.
    RePEc:gam:jijfss:v:8:y:2020:i:3:p:42-:d:381504.

    Full description at Econpapers || Download paper

  3. Spatial analysis of liquidity risk in China. (2020). Lee, Chien-Chiang ; Chen, Ting-Hsuan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301214.

    Full description at Econpapers || Download paper

  4. Faithful representation as an ‘objective mirage’: A Saussurean analysis of accounting and its participation in the financial crisis. (2019). Wang, Timothy ; Roberts, John.
    In: CRITICAL PERSPECTIVES ON ACCOUNTING.
    RePEc:eee:crpeac:v:65:y:2019:i:c:s1045235419300292.

    Full description at Econpapers || Download paper

  5. How does risk flow in the credit default swap market?. (2018). battiston, stefano ; Peltonen, Tuomas ; Scheicher, Martin ; Derrico, Marco.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

    Full description at Econpapers || Download paper

  6. Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; Lillo, Fabrizio ; di Gangi, Domenico.
    In: Papers.
    RePEc:arx:papers:1509.00607.

    Full description at Econpapers || Download paper

  7. Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis. (2017). Zhou, Wei.
    In: Computational Economics.
    RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9606-z.

    Full description at Econpapers || Download paper

  8. Government interventions and equity liquidity in the sub-prime crisis period: Evidence from the ETF market. (2017). Tsai, Kunchi ; Chiu, Junmao.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:47:y:2017:i:c:p:128-142.

    Full description at Econpapers || Download paper

  9. How does risk flow in the credit default swap market?. (2017). Peltonen, Tuomas ; battiston, stefano ; Scheicher, Martin ; D'Errico, Marco.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20172041.

    Full description at Econpapers || Download paper

  10. How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; battiston, stefano ; Scheicher, Martin ; D'Errico, Marco.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:201633.

    Full description at Econpapers || Download paper

  11. International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan. (2016). Hosono, Kaoru ; Takizawa, Miho ; Tsuru, Kotaro.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:67:y:2016:i:3:d:10.1111_jere.12092.

    Full description at Econpapers || Download paper

  12. The impact of ECB policies on Euro area investment. (2016). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/6m0bv06f219euqrh92910rst87.

    Full description at Econpapers || Download paper

  13. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:73481.

    Full description at Econpapers || Download paper

  14. The impact of ECB policies on Euro area investment. (2016). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03459319.

    Full description at Econpapers || Download paper

  15. Taming the Basel leverage cycle. (2016). Farmer, J. ; Caccioli, Fabio ; Aymanns, Christoph.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:263-277.

    Full description at Econpapers || Download paper

  16. International Transmission of the 2007–2009 Financial Crisis: Evidence from Japan. (2016). Hosono, Kaoru ; Takizawa, Miho ; Tsuru, Kotaro.
    In: The Japanese Economic Review.
    RePEc:bla:jecrev:v:67:y:2016:i:3:p:295-328.

    Full description at Econpapers || Download paper

  17. A Simple Model of Credit Expansion. (2016). Smirnov, Alexander.
    In: Papers.
    RePEc:arx:papers:1609.05055.

    Full description at Econpapers || Download paper

  18. Foreign banks and international shock transmission: Does bank ownership still matter?. (2015). Xu, Ying ; La, Hai Anh.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:200-216.

    Full description at Econpapers || Download paper

  19. Contagion risk in the Czech financial system: A network analysis and simulation approach. (2015). Hausenblas, Václav ; Leanovska, Jitka ; Kubicova, Ivana.
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:1:p:156-180.

    Full description at Econpapers || Download paper

  20. The dynamics of the leverage cycle. (2015). Farmer, J. ; Aymanns, Christoph.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:50:y:2015:i:c:p:155-179.

    Full description at Econpapers || Download paper

  21. HRM - WELL-BEING AT WORK RELATION. A CASE STUDY.. (2015). irina -Raluca, Badea .
    In: Annals - Economy Series.
    RePEc:cbu:jrnlec:y:2015:v:4:p:146-154.

    Full description at Econpapers || Download paper

  22. Taming the Basel Leverage Cycle. (2015). Farmer, J. ; Caccioli, Fabio ; Aymanns, Christoph.
    In: Papers.
    RePEc:arx:papers:1507.04136.

    Full description at Econpapers || Download paper

  23. Funding Liquidity, Debt Tenor Structure, and Creditors Belief: An Exogenous Dynamic Debt Run Model. (2015). Liang, Gechun ; Wei, Wei ; Lutkebohmert, Eva.
    In: Papers.
    RePEc:arx:papers:1209.3513.

    Full description at Econpapers || Download paper

  24. Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup. (2014). Gollier, Christian ; Bec, Frédérique.
    In: TSE Working Papers.
    RePEc:tse:wpaper:28462.

    Full description at Econpapers || Download paper

  25. Financial soundness indicators and financial crisis episodes. (2014). Tagkalakis, Athanasios ; Kasselaki, Maria.
    In: Annals of Finance.
    RePEc:kap:annfin:v:10:y:2014:i:4:p:623-669.

    Full description at Econpapers || Download paper

  26. Cyclicality and term structure of Value-at-Risk within a threshold autoregression setup. (2014). Gollier, Christian ; Bec, Frédérique.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:28448.

    Full description at Econpapers || Download paper

  27. Liquidity risk and contagion for liquid funds. (2014). Le Fol, Gaelle ; darolles, serge ; Dudek, Jeremy.
    In: Post-Print.
    RePEc:hal:journl:hal-01632776.

    Full description at Econpapers || Download paper

  28. Macroprudential Research: Selected Issues. (2014). Komarek, Lubos ; Smidkova, Katerina ; Lesanovska, Jitka ; Komarkova, Zlatuse ; Kubicova, Ivana ; Hausenblas, Vaclav ; Vasicek, Borek ; Konecny, Tomas ; Derviz, Alexis ; Kucharcukova, Oxana Babecka ; Kadlcakova, Narcisa ; Hlavacek, Michal ; Joy, Mark ; Rusnak, Marek.
    In: Occasional Publications - Edited Volumes.
    RePEc:cnb:ocpubv:rb12/2.

    Full description at Econpapers || Download paper

  29. Trennbankensystem – ein Weg zu mehr Finanzstabilität in Deutschland?. (2014). Stein, Ingrid ; Ingrid, Stein ; Thilo, Liebig ; Andreas, Dombret.
    In: Perspektiven der Wirtschaftspolitik.
    RePEc:bpj:pewipo:v:15:y:2014:i:1:p:41-55:n:2.

    Full description at Econpapers || Download paper

  30. The dynamics of the leverage cycle. (2014). Farmer, J. ; Aymanns, Christoph.
    In: Papers.
    RePEc:arx:papers:1407.5305.

    Full description at Econpapers || Download paper

  31. Macroeconomic stabilisation and bank lending: A simple workhorse model. (2013). Spahn, Peter.
    In: FZID Discussion Papers.
    RePEc:zbw:fziddp:762013.

    Full description at Econpapers || Download paper

  32. CEO Option Compensation, Risk-Taking Incentives, and Systemic Risk in the Banking Industry. (2013). Song, Frank ; Mary L. Z. Ma, ; Li, LI ; Kim, Jeong-Bon ; Frank M. Song Author-Workplace-Name: University o, .
    In: Working Papers.
    RePEc:hkm:wpaper:182013.

    Full description at Econpapers || Download paper

  33. Dual Banking and Financial Contagion. (2013). NABI, Mahmoud.
    In: Working Papers.
    RePEc:erg:wpaper:776.

    Full description at Econpapers || Download paper

  34. Financial soundness indicators and financial crisis episodes. (2013). Tagkalakis, Athanasios ; Kasselaki, Maria ; Maria Th. Kasselaki, .
    In: Working Papers.
    RePEc:bog:wpaper:158.

    Full description at Econpapers || Download paper

  35. Bank Failure, Mark-to-market and the Financial Crisis. (2013). Meeks, Geoff ; Amel-Zadeh, Amir.
    In: Abacus.
    RePEc:bla:abacus:v:49:y:2013:i:3:p:308-339.

    Full description at Econpapers || Download paper

  36. New instruments for banking regulation and monetary policy after the crisis. (2012). Detzer, Daniel.
    In: IPE Working Papers.
    RePEc:zbw:ipewps:132012.

    Full description at Econpapers || Download paper

  37. Dual Banking and Financial Contagion. (2012). NABI, Mahmoud.
    In: Islamic Economic Studies.
    RePEc:ris:isecst:0017.

    Full description at Econpapers || Download paper

  38. Financial Contagion: the Role of Banks. (2012). Malherbe, Frederic ; Kollmann, Robert.
    In: MPRA Paper.
    RePEc:pra:mprapa:69888.

    Full description at Econpapers || Download paper

  39. Dual Banking and Financial Contagion. (2012). NABI, Mahmoud.
    In: MPRA Paper.
    RePEc:pra:mprapa:49814.

    Full description at Econpapers || Download paper

  40. MANAGERIAL ACTION AND FINANCIAL CRISIS. (2012). Horsch, Andreas.
    In: Polish Journal of Management Studies.
    RePEc:pcz:journl:v:5:y:2012:i:1:p:7-33.

    Full description at Econpapers || Download paper

  41. Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market. (2012). Wang, George H. K., ; Ho, Keng-Yu ; Chiu, Junmao ; Chung, Huimin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2660-2671.

    Full description at Econpapers || Download paper

  42. Financial contagion: A local correlation analysis. (2011). McCarthy, Joseph ; Li, H. C. ; Inci, Can A..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:25:y:2011:i:1:p:11-25.

    Full description at Econpapers || Download paper

  43. The subprime asset-backed securities market and the equity prices of large complex financial institutions. (2011). Giovanni, Calice .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:4:p:585-604.

    Full description at Econpapers || Download paper

  44. Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre.
    In: Jena Economics Research Papers.
    RePEc:jrp:jrpwrp:2010-033.

    Full description at Econpapers || Download paper

  45. Exchange Rate Flexibility across Financial Crises. (2010). Mignon, Valérie ; COUHARDE, Cécile ; Coudert, Virginie.
    In: CEPN Working Papers.
    RePEc:hal:cepnwp:hal-00845254.

    Full description at Econpapers || Download paper

  46. Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005. (2010). Gex, Mathieu ; Coudert, Virginie.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:2:p:109-134.

    Full description at Econpapers || Download paper

  47. Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure. (2009). Spiegel, Mark ; Rose, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15358.

    Full description at Econpapers || Download paper

  48. A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks. (2009). Wong, Eric ; Hui, Cho-Hoi.
    In: Working Papers.
    RePEc:hkg:wpaper:0906.

    Full description at Econpapers || Download paper

  49. Cross-country causes and consequences of the 2008 crisis: international linkages and American exposure. (2009). Spiegel, Mark ; Rose, Andrew.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2009-18.

    Full description at Econpapers || Download paper

  50. Liquidity Stress-Tester: A macro model for stress-testing banks liquidity risk. (2008). .
    In: Working Papers.
    RePEc:dnb:dnbwpp:175.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-21 06:06:54 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.