Empirical Modeling of Contagion : A Review of Methodologies /

Empirical Modeling of Contagion : A Review of Methodologies /

The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate testing...

書誌詳細
第一著者:	Dungey, Mardi
その他の著者:	Fry, Renee, Gonzalez-Hermosillo, Brenda, Martin, Vance
フォーマット:	雑誌
言語:	English
出版事項:	Washington, D.C. : International Monetary Fund, 2004.
シリーズ:	IMF Working Papers; Working Paper ; No. 2004/078
オンライン･アクセス:	Full text available on IMF

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