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...

Полное описание

Библиографические подробности
Главный автор: Tang, Chrismin
Другие авторы: Dungey, Mardi, Gonzalez-Hermosillo, Brenda, Martin, Vance
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2010.
Серии:IMF Working Papers; Working Paper ; No. 2010/014
Online-ссылка:Full text available on IMF