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Hardcover Transmission of Financial Crises and Contagion: A Latent Factor Approach Book
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ISBN: 0199739838

ISBN13: 9780199739837

Transmission of Financial Crises and Contagion: A Latent Factor Approach

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Financial crises often transmit across geographical borders and different asset classes. Modeling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this book the authors set out their work on a general framework for modeling the transmission of financial crises using latent factor models. They show how their framework encompasses a number of other empirical...

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Format: Hardcover

Condition: New

$114.60
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