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...

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Bibliografische gegevens
Hoofdauteur: Tang, Chrismin
Andere auteurs: Dungey, Mardi, Gonzalez-Hermosillo, Brenda, Martin, Vance
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2010.
Reeks:IMF Working Papers; Working Paper ; No. 2010/014
Online toegang:Full text available on IMF