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Record W7081931320 · doi:10.1108/jes-02-2025-0131

Cyber risk, market fear and financial instability: hunting down risk through contagion analysis

2025· article· en· W7081931320 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueJournal of Economic Studies · 2025
Typearticle
Languageen
FieldComputer Science
TopicGeochemistry and Geologic Mapping
Canadian institutionsTellabs (Canada)
Fundersnot available
KeywordsSystemic riskSpillover effectFinancial contagionFinancial marketMarket liquidityFinancial crisisLiquidity riskRisk managementFinancial risk management

Abstract

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Purpose This study examines how cyber risk propagates through the financial system and contributes to systemic financial instability. It further explores the role of market sentiment, particularly fear triggered by cyber incidents, as a key channel amplifying the contagion of cyber risk across different financial segments. Design/methodology/approach We apply a quantile vector autoregressive (QVAR) connectedness approach to capture the asymmetric and state-dependent transmission of cyber risk shocks under varying market conditions (bearish, normal, bullish). The analysis uses daily data from January 2, 2020, to May 31, 2022, covering four financial instability indicators from the US Office of Financial Research (OFR), a Twitter-based global cyber risk index and CNN’s Fear and Greed Index. To ensure robustness, we complement the quantile analysis with a Time-Varying Parameter VAR (TVP-VAR) model, which confirms the stability of the identified spillover patterns over time. Findings The results show that cyber risk is both a transmitter and an amplifier of financial instability. Its impact is particularly strong during bearish conditions, where it exacerbates funding liquidity stress and banking vulnerability. Market sentiment emerges as a powerful transmission mechanism that intensifies the contagion of cyber risk across financial sectors. Cyber risk also reacts to instability and fear, reinforcing systemic feedback loops. Practical implications Our findings highlight the urgent need to integrate cyber risk into macroprudential frameworks and financial stability monitoring. Policymakers should develop international coordination mechanisms, including shared cyber risk assessment protocols, cross-border crisis management procedures and dedicated platforms for real-time information exchange. Regulatory authorities must also consider sentiment-sensitive liquidity support tools to limit the amplification of shocks during periods of heightened cyber anxiety. Originality/value This paper is among the first to examine the dynamic relationship between cyber risk, financial instability and market sentiment using a quantile connectedness framework. It highlights the dual role of cyber risk, both as a transmitter and a receiver of shocks within the financial system depending on prevailing market conditions. Furthermore, the study offers novel policy insights into managing cyber-induced contagion under different market regimes, particularly by integrating behavioral and systemic dimensions into financial stability frameworks.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.145
Threshold uncertainty score0.391

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.015
GPT teacher head0.260
Teacher spread0.245 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it