Modeling International Financial Markets Contagion: Using Copula and Risk Appetite

Financial Contagion: The Viral Threat to the Wealth of Nations

Volumn , Issue , 2011, Pages 45-55

  Chen, Sichong ^a   Poon, Ser Huang ^b  

^a Bocom Schroders Fund   (China)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Asian crisis; Financial markets contagion; Mexican crisis; Regional risk appetite indices; Two factor model

Indexed keywords

EID: 84880618096     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118267646.ch6     Document Type: Chapter

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