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International Financial Contagion
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Pages: 461
Authors: Stijn Claessens
Categories: Business & Economics
Type: BOOK - Published: 2013-04-17 - Publisher: Springer Science & Business Media

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No sooner had the Asian crisis broken out in 1997 than the witch-hunt started. With great indignation every Asian economy pointed fingers. They were innocent by
Extreme Contagion in Equity Markets
Language: en
Pages: 30
Authors: Jorge A. Chan-Lau
Categories: Business & Economics
Type: BOOK - Published: 2002-05 - Publisher: International Monetary Fund

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This study uses bivariate extremal dependence measures, based on the number of equity return co-exceedances in two markets, to quantify both negative and positi
Extreme Correlation of International Equity Markets
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Pages: 44
Authors: François M. Longin
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IMF Staff Papers, Volume 51, No. 2
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Authors: International Monetary Fund. Research Dept.
Categories: Business & Economics
Type: BOOK - Published: 2004-07-29 - Publisher: International Monetary Fund

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This second issue for 2004 contains 8 new papers, including notable contributions from: Nancy Brune, Geoffrey Garrett, and Bruce Kogut on the global spread of p
Financial and Macroeconomic Connectedness
Language: en
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Authors: Francis X. Diebold
Categories: Business & Economics
Type: BOOK - Published: 2015-02-03 - Publisher: Oxford University Press

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Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest i