Unanticipated Shocks and Systemic Influences : The Impact of Contagion in Global Equity Markets in 1998 /

August to September 1998 has been characterized as one of the worst episodes of global financial distress in decades. This paper investigates the transmission of the Russian and the LTCM crises through global equity markets using a panel of 14 developing and industrial countries. The results show th...

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Bibliographische Detailangaben
1. Verfasser: Gonzalez-Hermosillo, Brenda
Weitere Verfasser: Dungey, Mardi, Fry, Renee, Martin, Vance
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2003.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2003/084
Online Zugang:Full text available on IMF

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