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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Tang, Chrismin
Muut tekijät: Dungey, Mardi, Gonzalez-Hermosillo, Brenda, Martin, Vance
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2010.
Sarja:IMF Working Papers; Working Paper ; No. 2010/014
Linkit:Full text available on IMF