Sökning: "Todor Sapunarov"

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  1. 1. Beyond the "Asian Flu". "Asia-vu"? Internal and External Risks for The Economy of Indonesia. Asset Price Bubbles and Contagion

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Nikolay Antonov; Todor Sapunarov; [2014]
    Nyckelord :Bubbles; Contagion; Indonesia; Kalman filter; Bubbagion Index ;

    Sammanfattning : Asset price bubbles and cross-country contagion, embodying an economy's domestic and foreign risks respectively, are two topical issues in finance. Indonesia, a fast-growing emerging market economy, and one of the world's volatile "Fragile Five", is a prime suspect for a country that is likely to exhibit vulnerabilities to both bubbles and contagion. LÄS MER