Unanticipated Shocks and Systemic Influences : the Impact of Contagion in Global Equity Markets in 1998 /
August to September 1998 has been characterized as one of the worst episodes of global financial distress in decades. This paper investigates the transmission of the Russian and the LTCM crises through global equity markets using a panel of 14 developing and industrial countries. The results show th...
| Main Authors: | , |
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| Corporate Author: | |
| Other Authors: | , , , |
| Format: | Book |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2003
Washington, D.C. : 2003 |
| Series: | IMF Working Papers ;
Working Paper No. 03/84 IMF Working Papers; Working Paper ; No. 2003/084 IMF eLibrary IMF working paper (Online) ; no. 03/84 |
| Subjects: |