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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Gonzalez-Hermosillo, Brenda
Muut tekijät: Dungey, Mardi, Fry, Renee, Martin, Vance
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2003.
Sarja:IMF Working Papers; Working Paper ; No. 2003/084
Linkit:Full text available on IMF