Transmission of financial crises and contagion: a latent factor approach
Auteur :
Dungey, Mardi / Fry, Renee A. / Gonzalez-Hermosillo, Brenda / Martin, Vance L.
Éditeur :
Oxford University Press Inc
ISBN :
9780199739837
Date de publication :
3 févr. 2011
Dimensions :
16,3 x 23,9 x 2,3 cm
Poids :
476 g
Langue :
Anglais
Pays d'origine :
USA
Financial crises often transmit across geographical borders and different asset classes. This book provides a generic framework for modeling these transmissions including examples from crises over the past decade and program code for implementation.