Fatal Attraction : A New Measure of Contagion /
This paper proposes a new measure of contagion that is good at anticipating future vulnerabilities. Building on previous work, it uses correlations of equity markets across countries to measure contagion, but in a departure from previous practice it measures contagion using the relationship of these...
| Autor principal: | |
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| Outros Autores: | , , |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2003.
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| Colecção: | IMF Working Papers; Working Paper ;
No. 2003/080 |
| Acesso em linha: | Full text available on IMF |