Fry, Renee A.
Libros de: Fry, Renee A.
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Transmission Of Financial Crises And Contagion "A Latent Factor Approach"
A Latent Factor ApproachDungey, Mardi Fry, Renee A. Gonzalez-Hermosillo, Brenda Martin, Vance L.
Oxford University Press. (2011)
- EAN: 9780199739837
- Páginas: 192
- Fecha de edición: 2011
pvp.47,40 €
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Financial crises often transmit across geographical borders and different asset classes. Modelling these interactions is empirically challenging, and many of the proposed methods give different results when applied to the same data sets. In this ...