Last edited by Kitilar
Wednesday, July 29, 2020 | History

3 edition of Transmission of financial crises and contagion found in the catalog.

Transmission of financial crises and contagion

Transmission of financial crises and contagion

a latent factor approach

  • 336 Want to read
  • 12 Currently reading

Published by Oxford University Press in New York .
Written in English

    Subjects:
  • Financial crises -- Mathematical models,
  • International finance -- Mathematical models,
  • Transmission mechanism (Monetary policy)

  • Edition Notes

    Includes bibliographical references and index.

    StatementMardi Dungey ... [et al.].
    ContributionsDungey, Mardi.
    Classifications
    LC ClassificationsHB3722 .T73 2010
    The Physical Object
    Paginationp. cm.
    ID Numbers
    Open LibraryOL24033553M
    ISBN 109780199739837
    LC Control Number2009051238
    OCLC/WorldCa489720360

    In financial autarky, given that productivity and deleveraging shocks are independent across countries in our baseline model, there is almost zero probability (%) that financial crises occur simultaneously in both countries—there is no endogenous “contagion” in financial crises in the absence of financial . International financial contagion, which happens in both advanced economies and developing economies, is the transmission of financial crisis across financial markets for direct or indirect economies.

    Global financial contagion of regional real economy sector: Increased DCC of a regional non-financial sector stock index and world financial sector index in crisis period compared to tranquil period. This test assumes that the GFC was triggered by a crisis in the world financial sector. Test 4. Regional financial contagion Cited by: The pure contagion is defined as the contagion of shocks which are not transmitted through financial, economic and market fundamentals. The shift contagion is defined as the change in the strength of the propagation of shocks between a crisis Author: Alexia Thomaidou, Dimitris Kenourgios.

    Financial Globalization, Financial Crises and Contagion Enrique G. Mendoza, Vincenzo Quadrini. NBER Working Paper No. Issued in October NBER Program(s):Economic Fluctuations and Growth, International Finance and Macroeconomics Two observations suggest that financial globalization played an important role in the recent financial crisis. Abstract. Before , the term “contagion” usually referred to the spread of a medical disease. A Lexis-Nexis search for contagion before this year finds hundreds of examples in major newspapers, almost none of which refer to turmoil in international financial markets. 1 This changed in July of A currency crisis Cited by:


Share this book
You might also like
Arizonas amazing towns

Arizonas amazing towns

Meetings of stockholders

Meetings of stockholders

A casebook on The grapes of wrath.

A casebook on The grapes of wrath.

Niger-saki

Niger-saki

Input-output cost models and their uses for financial planning and control.

Input-output cost models and their uses for financial planning and control.

Ultimate Value Bible Case

Ultimate Value Bible Case

Mathematical models in cancer research

Mathematical models in cancer research

crack in the ice

crack in the ice

Enjoying retirement.

Enjoying retirement.

Thin Sets in Harmonic Analysis

Thin Sets in Harmonic Analysis

Great monuments of India.

Great monuments of India.

Monets years at Giverny

Monets years at Giverny

Reason and emotion.

Reason and emotion.

Design and testing of an energy-absorbing crewseat for the F/FB-111 aircraft

Design and testing of an energy-absorbing crewseat for the F/FB-111 aircraft

Transmission of financial crises and contagion Download PDF EPUB FB2

: 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: Books. Use features like bookmarks, note taking and highlighting while reading Transmission of Financial Crises and Contagion: A Latent Factor Approach (CERF Monographs on Finance and the Economy).

Transmission of Financial Crises and Contagion: A Latent Factor Approach (CERF Monographs on Finance 5/5(1). Transmission of Financial Crises and Contagion: A Latent Factor Approach Mardi Dungey, Renee A.

Fry, Brenda Gonzalez-Hermosillo, and Vance L. Martin CERF Monographs on Finance and the. 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. Financial Contagion and Shock Transmission During the Global Financial Crisis: A Review of the Literature: /ch After the recent financial crisis, the analysis of shock transmission across the financial.

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.

Search for books, ebooks, Transmission of financial crises and contagion a latent factor approach / Bibliographic Details; Main Author: Dungey, Mardi. Corporate Authors: Financial contagion: the. Buy Transmission of Financial Crises and Contagion: A Latent Factor Approach (CERF Monographs on Finance and the Economy) by Dungey, Mardi, Fry, Renee A, Gonzalez-Hermosillo, Brenda (ISBN: ) from Amazon's Book 5/5(1).

Essays on Financial Contagion and Financial Crises DineshPrasadGajurel (MPhil,MA,MBS,LLB,BBS) Financial crises spread across countries through a variety of channels. A crisis 2 Equity Market Contagion during the Global Financial Crisis:File Size: 1MB.

Financial crises often transmit across geographical borders and different asset classes. This book provides a generic framework for modeling these transmissions including examples from crises over.

"Financial Contagion: The Viral Threat to the Wealth of Nations covers a lot of territory. It is, of course, terribly important to analyze case histories to discover potential triggers, mechanisms of transmission, and viable ways to contain the damage of financial contagion.

Request PDF | OnMardi Dungey and others published Contagion and the Transmission of Financial Crises | Find, read and cite all the research you need on ResearchGate.

"Financial Crisis, Contagion, and Containment is though-provoking for economic and financial practitioners who want to better understand financial crises and the IMF's attendant policy responses. Although originally written inthe book remains relevant today."—MKB, Financial.

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. In this book the authors set out their work on a generalframework for modeling the transmission of financial crises using latent factor models.

They show how their framework encompasses a number of other empirical contagion models. " Financial Crisis, Contagion, and Containment is though-provoking for economic and financial practitioners who want to better understand financial crises and the IMF's attendant policy responses.

"Financial Contagion: The Viral Threat to the Wealth of Nations covers a lot of territory. It is, of course, terribly important to analyze case histories to discover potential triggers, mechanisms of transmission, and viable ways to contain the damage of financial contagion Cited by: 8.

contagion actually occurred as a result of the financial crisis. This paper investigates the period before and after the September bankruptcy of Lehman Brothers and measures the impact of that. 14 Contagion and the Transmission of Financial Crises (Mardi Dungey, Renee A.

Fry, Brenda Gonz´alez-Hermosillo, Vance L. Martin, and Chrismin Tang). 15 The Russian Financial Crisis, U.S. Financial Stock Returns, and the InternationalMonetary Fund (M. Humayun Kabir and M.

Kabir Hassan). PART THREE Contagion. International Financial Contagion: An Overview of the Issues and the Book. Stijn Claessens, Kristin Forbes.

Crisis Transmission: Evidence from the Debt, Tequila, and Asian Flu Crises. José De Gregorio, Rodrigo O. Valdés About this book. Get this from a library! Transmission of financial crises and contagion: a latent factor approach.

[Mardi Dungey;] -- Financial crises often transmit across geographical borders and different asset .Transmission of Financial Crises and Contagion by Mardi Dungey,available at Book Depository with free delivery worldwide.

In summary, Financial Crisis, Contagion, and Containment is thought-provoking for economic and financial practitioners who want to better understand financial crises and the IMF’s attendant policy responses.

Although originally written inthe book .