A Dynamic Factor Analysis of Financial Contagion in Asia

In this paper we compared the performance of country specific and regional indicators of reserve adequacy in predicting, out of sample, the balance of payment crisis affecting the South East Asian region during the 1997-98 period. A Dynamic Factor method was used to retrieve reserve adequacy indicators. The empirical findings suggest clear evidence of financial contagion

MoreLess

Year of publication:	[2008]
Authors:	Cipollini, Andrea
Other Persons:	Kapetanios, George (contributor)
Publisher:	[2008]: [S.l.] : SSRN

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (17 p)
Type of publication:	Book / Working Paper
Other identifiers:	10.2139/ssrn.428620 [DOI]
Classification:	C32 - Time-Series Models ; C51 - Model Construction and Estimation ; F34 - International Lending and Debt Problems
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012727952