Sökning: "regional macro-finance variables"
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1. A COEXCEEDANCE APPROACH ON FINANCIAL CONTAGION
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
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