Fatal Attraction : A New Measure of Contagion /
This paper proposes a new measure of contagion that is good at anticipating future vulnerabilities. Building on previous work, it uses correlations of equity markets across countries to measure contagion, but in a departure from previous practice it measures contagion using the relationship of these...
| 第一著者: | |
|---|---|
| その他の著者: | , , |
| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2003.
|
| シリーズ: | IMF Working Papers; Working Paper ;
No. 2003/080 |
| オンライン･アクセス: | Full text available on IMF |