Are Financial Crises Alike?

WP/10/14

Are Financial Crises Alike?
This paper investigates whether financial crises are alike by considering whether a single modeling framework can fit multiple distinct crises in which contagion effects link markets across national borders and asset classes. The crises considered are Russia and LTCM in the second half of 1998, Brazil in early 1999, dot-com in 2000, Argentina in... READ MORE...

Publication date: January 2010
ISBN 9781451962086
$18.00

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Publication date: January 2010

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Publication date: January 2010

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