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01537cas a2200277 a 4500 |
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AALejournalIMF002957 |
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230101c9999 xx r poo 0 0eng d |
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|c 5.00 USD
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|z 9781451850130
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Dungey, Mardi.
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|a Empirical Modeling of Contagion :
|b A Review of Methodologies /
|c Mardi Dungey, Renee Fry, Vance Martin, Brenda Gonzalez-Hermosillo.
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| 264 |
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2004.
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| 300 |
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|a 1 online resource (32 pages)
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|a IMF Working Papers
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| 500 |
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate testing, endogeneity issues, and structural breaks.
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| 538 |
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|a Mode of access: Internet
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|a Fry, Renee.
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|a Gonzalez-Hermosillo, Brenda.
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|a Martin, Vance.
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|a IMF Working Papers; Working Paper ;
|v No. 2004/078
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2004/078/001.2004.issue-078-en.xml
|z IMF e-Library
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