Share
Transmission of Financial Crises and Contagion: A Latent Factor Approach (Cerf Monographs on Finance and the Economy)
Mardi Dungey; Renee A. Fry; Brenda Gonzalez-Hermosillo; Vance L. Martin (Author)
·
Oxford Univ Pr
· Hardcover
Transmission of Financial Crises and Contagion: A Latent Factor Approach (Cerf Monographs on Finance and the Economy) - Mardi Dungey; Renee A. Fry; Brenda Gonzalez-Hermosillo; Vance L. Martin
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: U.S.A.
(Import costs included in the price)
It will be shipped from our warehouse between
Monday, June 24 and
Wednesday, July 10.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
Synopsis "Transmission of Financial Crises and Contagion: A Latent Factor Approach (Cerf Monographs on Finance and the Economy)"
Financial crises often transmit across geographical borders and different asset classes. Modelling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical contagion models and why the results between the models differ. The book builds a framework which begins from considering contagion in the bond markets during 1997-1998 across a number of countries and culminates in a model which encompasses multiple assets across multiple countries through over a decade of crisis events from East Asia in 1997-1998 to the sub prime crisis during 2008. Program code to support implementation of similar models is available.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
✓ Producto agregado correctamente al carro, Ir a Pagar.
