Sökning: "Dinh-Vinh Vo"

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  1. 1. A COEXCEEDANCE APPROACH ON FINANCIAL CONTAGION

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Dinh-Vinh Vo; [2013]
    Nyckelord :financial contagion; coexceedance; regional macro-finance variables; global shocks; multinomial logit model.; Business and Economics;

    Sammanfattning : The paper sheds light on financial contagion within the Euro Area and Asia, and contagion from the Euro Area to Asia during two recent crises: the global financial crisis and European sovereign debt crisis. Applying the multinomial logit regression model, the paper investigates how the macro-finance variables affect the coincidence of extreme negative returns (coexceedances). LÄS MER