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...

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Bibliografske podrobnosti
Glavni avtor: Minoiu, Camelia
Drugi avtorji: Berea, Anamaria, Kang, Chanhyun, Subrahmanian, V.S
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2013.
Serija:IMF Working Papers; Working Paper ; No. 2013/267
Online dostop:Full text available on IMF