Detail Synchronisation of Financial Crises Bibliografi Author: Dungey, Mardi ; Jacobs, Jan P.A.M. ; Lestano Topik: financial crises; synchronisation; concordance indices; independence tests; historical analysis Bahasa: (EN )     Penerbit: Australian National University     Tempat Terbit: Canberra    Tahun Terbit: 2005     Jenis: Papers/Makalah Fulltext: Synchronisation of financial crises.pdf (343.67KB; 6 download) Abstract This paper develops concordance indices for studying the simultaneous occurrence of financial crises. The indices are designed to cope with these typically low incidence events. This leads us to confine attention to non-tranquil periods to develop a bivariate index and its multivariate analog for potentially seriall correlated categorical data. An application to the Bordo et al. (2001) data set reveals the extent of concordance in banking and currency crises across countries. The internationalisation of financial crises in the 20th century is shown to have increased for currency crises and decreased for banking crises. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Lihat Sejarah Pengadaan  Konversi Metadata   Kembali

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