Mardi Dungey

Transmission of Financial Crises and Contagion

A Latent Factor Approach

Ebook (PDF Format)

Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. The book builds a framework which begins from considering contagion in the bond markets during 1997-1998 across a number of countries,… Mehr

CHF 70.30

Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)

Versandfertig innerhalb 1-3 Werktagen
Versandkostenfrei

Produktdetails

Weitere Autoren: Fry, Renee A. / Gonzalez-Hermosillo, Brenda / Martin, Vance L.

ISBN: 978-0-19-984260-5
EAN: 9780199842605
Produktnummer: 13999637
Verlag: Oxford University Press
Sprache: Englisch
Erscheinungsjahr: 2011
Plattform: PDF
Masse: 1'860 KB
Abbildungen: 10 linecuts

Über den Autor

MD: Professor of Economics and Finance, University of TasmaniaRF: Research Associate, Centre for Financial Analysis and PolicyBGH: Deputy Division Chief of Global Financial Stability, Monetary and Capital Markets Department, International Monetary FundVM: Professor of Econometrics, University of Melbourne