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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Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Gonzalez-Hermosillo, Brenda
Rannpháirtithe: Dungey, Mardi, Fry, Renee, Martin, Vance
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2003.
Sraith:IMF Working Papers; Working Paper ; No. 2003/084
Rochtain ar líne:Full text available on IMF