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...

Повний опис

Бібліографічні деталі
Автор: Bayoumi, Tamim
Інші автори: Fazio, Giorgio, Kumar, Manmohan, MacDonald, Ronald
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2003.
Серія:IMF Working Papers; Working Paper ; No. 2003/080
Онлайн доступ:Full text available on IMF