We test for contagion between pairs of East Asian equity markets over the period 1990-2007. We develop an econometric methodology that allows us to test for both ‘shift’ and ‘pure’ contagion within a unified framework. Using both Hong Kong and Thailand as potential shock sources, we find strong evidence of both types of contagion. Therefore during episodes of high-volatility, equity returns are...

The spontaneous tendency to synchronize our facial expressions with those of others is often termed emotional contagion. It is unclear, however, whether emotional contagion depends on visual awareness of the eliciting stimulus and which processes underlie the unfolding of expressive reactions in the observer. It has been suggested either that emotional contagion is driven by motor imitation (i....

The importance of adequately modeling credit risk has once again been highlighted in the recent financial crisis. Defaults tend to cluster around times of economic stress due to poor macro-economic conditions, but also by directly triggering each other through contagion. Although credit default swaps have radically altered the dynamics of contagion for more than a decade, models quantifying the...

We develop a structural model for the analysis of systemic risk in financial markets based on asset price contagion. Specifically, we describe a mechanism of contagion where exogenous random shocks to individual agents in an economy force portfolio rebalancing and endogenously impact asset prices. This, in turn, creates a chain reaction as downstream agents trade in reaction to price changes. I...

The present research analyses the epidemiological bases, methodology approach and utility of Geo-Covid Cartographic Platform to face COVID-19 transmission at an intra-urban scale. is based on study main drawbacks limitations current risk maps, proposed hazard mapping presented as alternative with a high spatial-temporal accuracy. It 1) map neighborhood active focuses contagion, which are classi...

The instrumental use of social networks has become a central tenet of international health policy and advocacy since the Millennium project. In asking, ‘How to facilitate social contagion?’, Karl Blanchet of the London School of Hygiene and Tropical Medicine therefore reflects not only on the recent success, but also hints to growing challenges; the tactics of partnerships, alliances and platfo...

The Performance of the Viterbi algorithm with a new Polya contagion noise process is analyzed. The markov channel is the memory channel usually studied in the bibliography. The Polya channel was introduced years ago as a special case of a memory channel. In this work, the Polya contagion scheme is considered as a noise process and a GaussPolya noise model is introduced this way in order to perf...

Calculation of expected outbreak size of a simple contagion on a known contact network is a common and important epidemiological task, and is typically carried out by computationally intensive simulation. We describe an efficient exact method to calculate the expected outbreak size of a contagion on an outbreak-invariant network that is a directed and acyclic, allowing us to model all dynamical...

In Kleinberg’s small-world network model, strong ties are modeled as deterministic edges in the underlying base grid and weak ties are modeled as random edges connecting remote nodes. The probability of connecting a node u with node v through a weak tie is proportional to 1/|uv|, where |uv| is the grid distance between u and v and α ≥ 0 is the parameter of the model. Complex contagion refers to...