Transmission of Financial Crises and Contagion: eBook
Readzis program recommandation
Download the eBook: Transmission of Financial Crises and Contagion:

Transmission of Financial Crises and Contagion:

A Latent Factor Approach

Mardi Dungey, Renee A. Fry, Brenda Gonzalez-Hermosillo, Vance L. Martin


Ce livre est accessible aux handicaps Voir les informations d'accessibilité
Add to basket
£33,96
Download | LCP DRM 🛈 Adobe DRM 🛈
Streaming
Add to my wish list
Image Louise Reader présentation

Louise Reader

Read on Louise Reader App.

badge apple Application Louise Reader
badge Android Application Louise Reader
Get  £5.09  by recommending this book

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, and culminates in a model which encompasses multiple assets across multiple countries through over a decade of crisis events from East Asia in 1997-1998 to the sub prime crisis during 2008. Program code to support implementation of similar models is available.

About the book
Author
Mardi  Dungey , Renee A.  Fry , Brenda  Gonzalez-Hermosillo , Vance L.  Martin
Imprint
Oxford University Press
Collection
n.c
Publication date
2011-01-07
Pages
n.c
Print ISBN
9780199739837
Language
English
Ebook informations
EAN PDF
9780199842605
Price
£33.96
Read more
Copy count 0
Print count 0
File size 1864 Ko
Ce livre est accessible aux handicaps   Informations accessibility
Compatibility

mobile-and-tablet To check the compatibility with your devices,
see help page

MD: Professor of Economics and Finance, University of Tasmania RF: Research Associate, Centre for Financial Analysis and Policy BGH: Deputy Division Chief of Global Financial Stability, Monetary and Capital Markets Department, International Monetary Fund VM: Professor of Econometrics, University of Melbourne

You may also be interested in...

Sign up to get our latest ebook recommendations and special offers


Paiements sécurisés

Copyright © Numilog 2025, All rights reserved