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...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsman: Tang, Chrismin
Övriga upphovsmän: Dungey, Mardi, Gonzalez-Hermosillo, Brenda, Martin, Vance
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2010.
Serie:IMF Working Papers; Working Paper ; No. 2010/014
Länkar:Full text available on IMF