The Uncertainty Channel of Contagion /
The 2007 subprime crisis in the U.S. triggered a succession of financial crises around the globe, reigniting interest in the contagion phenomenon. Not all crises, however, are contagious. This paper models a new channel of contagion where the degree of anticipation of crises, through its impact on i...
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| 格式: | 杂志 |
| 语言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2009.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2009/219 |
| 在线阅读: | Full text available on IMF |