Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998
April 1, 2003
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Format: Chicago
Summary
Subject: Econometric analysis, Emerging and frontier financial markets, Factor models, Financial institutions, Financial markets, Securities markets, Stock markets, Stocks
Keywords: Asia and Pacific, Contagion, Contagion from Russia, Crisis transmission, Eastern Europe, Emerging and frontier financial markets, Equity Markets, Factor models, Financial Crises, Global, Hedge fund LTCM, International Spillovers, LTCM, LTCM crisis, LTCM period, LTCM to Russia, Market participant, Russia, Russia's default, Securities markets, Stock markets, Stocks, Transmission mechanism, WP
Publication Details
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Pages:
28
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2003/084
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Stock No:
WPIEA0842003
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ISBN:
9781451850666
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ISSN:
1018-5941