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Transmission of Financial Crises and Contagion: A Latent Factor Approach - CERF Monographs on Finance and the Economy Dungey, Mardi (Professor of Economics and Finance, Professor of Economics and Finance, University of Tasmania)
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Transmission of Financial Crises and Contagion: A Latent Factor Approach - CERF Monographs on Finance and the Economy
Dungey, Mardi (Professor of Economics and Finance, Professor of Economics and Finance, University of Tasmania)
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 the past decade and program code for implementation.
192 pages, 10 line illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 7, 2011 |
| ISBN13 | 9780199739837 |
| Publishers | Oxford University Press Inc |
| Pages | 228 |
| Dimensions | 242 × 165 × 21 mm · 476 g |
| Language | English |
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