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Language: en
Pages: 104
Pages: 104
Type: BOOK - Published: 2017 - Publisher:
The thesis aims to develop a framework and a model of the fundamental-based contagion in the international stock market. Rather than studying the contagion effe
Language: en
Pages: 461
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Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media
No sooner had the Asian crisis broken out in 1997 than the witch-hunt started. With great indignation every Asian economy pointed fingers. They were innocent by
Language: en
Pages:
Pages:
Type: BOOK - Published: - Publisher:
The National Bureau of Economic Research (NBER) presents the abstract of the September 2000 paper "A New Approach to Measuring Financial Contagion," written by
Language: en
Pages: 49
Pages: 49
Type: BOOK - Published: 2019-10-11 - Publisher: International Monetary Fund
The analysis of interconnectedness and contagion is an important part of the financial stability and risk assessment of a country’s financial system. This pap
Language: en
Pages: 46
Pages: 46
Type: BOOK - Published: 2000 - Publisher:
This paper proposes a new approach to evaluate contagion in financial markets. Our measure of contagion captures the co-incidence of extreme return shocks acros