Identifying International Financial Contagion : Progress and Challenges

Dungey, Mardi ; & Tambakis, Demosthenes Nicholas

Published by Oxford University Press, Oxford, 2005

About this Item

orig. wrapper Some minor rubbing. VG. 24x16cm, xiii, 240 pp. Contents : Foreword / John Eatwell -- International financial contagion: what should we be looking for? / Mardi Dingey, Demosthenes N. Tambakis -- The unholy trinity of financial contagion / Graciela L. Kaminsky . [et al.] -- A comparison of alternative tests of contagion with applications / Mardi Dungey . [et al.] -- Identifying finanical crises / Jan P.A.M. Jacobs . [et al.] -- High-frequency contagion between exchange rates and stock prices during the Asian Currency Crisis / Takatoshi Ito, Yuko Hashimoto -- The response of financial markets in Australia and New Zealand to news about the Asian Crisis / Eleanor Debelle, Luci Ellis -- The normal, the fat-tailed, and the contagious: modeling changes in emerging-market bond spreads with endogenous liquidity.

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Bibliographic Details

• Title: Identifying International Financial Contagion : Progress and Challenges
• Publisher: Oxford University Press, Oxford
• Publication Date: 2005
• Condition: Some minor rubbing. VG.