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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书目详细资料
主要作者: Tang, Chrismin
其他作者: Dungey, Mardi, Gonzalez-Hermosillo, Brenda, Martin, Vance
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2010.
丛编:IMF Working Papers; Working Paper ; No. 2010/014
在线阅读:Full text available on IMF