Fatal Attraction : A New Measure of Contagion

A New Measure of Contagion

Fatal Attraction : A New Measure of Contagion
This paper proposes a new measure of contagion that is good at anticipating future vulnerabilities. Building on previous work, it uses correlations of equity markets across countries to measure contagion, but in a departure from previous practice it measures contagion using the relationship of these correlations with distance. Also in contrast... READ MORE...

Publication date: April 2003
ISBN 9781451850321
$15.00

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