Transmission of financial crises and contagion
Subtitle: a latent factor approach
By: Mardi Dungey ... [et al.].
Contributors: Dungey, Mardi.
Publisher: Oxford University Press
Published: 2010
Place of publication: New York
Language: eng
Number of pages: 219
ISBN-13: 9780199739837
Subjects: Financial crises -- Mathematical models; International finance -- Mathematical models; Transmission mechanism (Monetary policy)
Notes: Includes bibliographical references and index.