Does Financial Connectedness Predict Crises?

WP/13/267

Does Financial Connectedness Predict Crises?
The global financial crisis has reignited interest in models of crisis prediction. It has also raised the question whether financial connectedness - a possible source of systemic risk - can serve as an early warning indicator of crises. In this paper we examine the ability of connectedness in the global network of financial linkages to predict... READ MORE...

Publication date: December 2013
ISBN 9781475554250
$18.00

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Publication date: December 2013

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Publication date: December 2013

English