Are Financial Crises Alike? /

This paper investigates whether financial crises are alike by considering whether a single modeling framework can fit multiple distinct crises in which contagion effects link markets across national borders and asset classes. The crises considered are Russia and LTCM in the second half of 1998, Braz...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Tang, Chrismin
Weitere Verfasser: Dungey, Mardi, Gonzalez-Hermosillo, Brenda, Martin, Vance
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2010.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2010/014
Online Zugang:Full text available on IMF