EBOOK Transmission of Financial Crises and Contagion::A Latent Factor Approach
Opis
A Latent Factor Approach
Financial crises often transmit across geographical borders and different asset classes. This book provides a generic framework for modeling these transmissions including examples from crises over the past decade and program code for implementation.
Financial crises often transmit across geographical borders and different asset classes. This book provides a generic framework for modeling these transmissions including examples from crises over the past decade and program code for implementation.