A New Approach to Measuring Financial Contagion
收藏NBER2000-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7913
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资源简介：
This paper proposes a new approach to evaluate contagion in financial markets. Our measure of contagion captures the co-incidence of extreme return shocks across countries within a region and across regions that cannot be explained by linear propagation models of shocks. We characterize the extent
提供机构：
美国国家经济研究局
创建时间：
2000-09-01
