Does Financial Connectedness Predict Crises? /

The global financial crisis has reignited interest in models of crisis prediction. It has also raised the question whether financial connectedness - a possible source of systemic risk - can serve as an early warning indicator of crises. In this paper we examine the ability of connectedness in the gl...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Minoiu, Camelia
Weitere Verfasser: Berea, Anamaria, Kang, Chanhyun, Subrahmanian, V.S
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2013.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2013/267
Online Zugang:Full text available on IMF