Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis
Year of publication: |
2005-05
|
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Authors: | Cipollini, Andrea ; Kapetanios, George |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Financial contagion | Dynamic factor model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 538 |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; F34 - International Lending and Debt Problems |
Source: |
-
A Dynamic Factor Analysis of Financial Contagion in Asia
Cipollini, Andrea, (2003)
-
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis
Cipollini, Andrea, (2008)
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Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis
Cipollini, Andrea, (2006)
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A Dynamic Factor Analysis of Financial Contagion in Asia
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A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data
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Forecasting Government Bond Yields with Large Bayesian VARs
Carriero, Andrea, (2010)
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