Transmission of Financial Crises and Contagion is popular PDF and ePub book, written by Mardi Dungey in 2011-01-07, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Transmission of Financial Crises and Contagion can be Read Online from any device for your convenience.
Transmission of Financial Crises and Contagion Book PDF Summary
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.
Detail Book of Transmission of Financial Crises and Contagion PDF
- Author : Mardi Dungey
- Release : 07 January 2011
- Publisher : Oxford University Press
- ISBN : 9780199842605
- Genre : Business & Economics
- Total Page : 232 pages
- Language : English
- PDF File Size : 13,9 Mb
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