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...

詳細記述

書誌詳細
第一著者: Tang, Chrismin
その他の著者: Dungey, Mardi, Gonzalez-Hermosillo, Brenda, Martin, Vance
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2010.
シリーズ:IMF Working Papers; Working Paper ; No. 2010/014
オンライン・アクセス:Full text available on IMF