Journals Higher Education



Published: 07 January 2011

228 Pages | 10 linecuts

6-1/8 x 9-1/4 inches

ISBN: 9780199739837

Also Available As:


Bookseller Code (06)

Transmission of Financial Crises and Contagion:

A Latent Factor Approach

Mardi Dungey, Renee A. Fry, Brenda Gonzalez-Hermosillo, and Vance L. Martin

CERF Monographs on Finance and the Economy

  • Provides a thorough review of the methods developed by the authors for measuring the effects of contagion during financial crises. No other existing work measures the extent of contagion effects beyond simply detecting its existence. Code for implementation is available.

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