INDICE: Introduction. Acknowledgments. Part I: Contagion: Theory and Identification. 1 What is Financial Contagion (Robert W. Kolb)? 2 Correlation Analysis of Financial Contagion (Giancarlo Corsetti, Marcello Pericoli, and Massimo Sbracia) 3 Uncertainty and Contagion (Prakash Kannan and Fritzi Koehler-Geib).4 Contagion Dating through Market Interdependence Analysis and Correlation Stability (Monica Billio and Massimiliano Caporin). 5 Contagion or Interdependence: Does the Speed of the Transmission of Shocks Matter (Stefanie Kleimeier, Thorsten Lehnert, and Willem F. C. Verschoor)? 6 Modeling International Financial Markets Contagion: Using Copula and Risk Appetite (Sichong Chen and Ser-Huang Poon). 7 The Origins and Resolution of Financial Crises: A Policy Dilemma (Lars Oxelheim, Clas Wihlborg, and Finn Østrup). 8 Runs on Chartered and ShadowBanks: The Mechanics and Implications (Robert R Bliss and George G. Kaufman).9 Debt and Currency Crises (Christian Bauer, Bernhard Herz, and Volker Karb).10 A Fixed-Time Effects Model of Contagion (Dirk G. Baur and Renee A. Fry). 11 Contagion or Interdependence in the Financial Markets of Asia, Latin America, and the United States: From Tequila Effect to the Subprime Crisis (Emerson Fernandes Marçal, Pedro L. Valls Pereira, Diógenes Manoel Leiva Martin, Wilson Toshiro Nakamura, and Wagner Oliveira Monteiro). Part II: Contagion and the Asian Financial Crisis. 12 Dynamic Correlation Analysis of Financial Contagion: Evidence from Asian Markets (Thomas C. Chiang, Bang Nam Jeon, and Huimin Li). 13 Contagion Effects, Informational Effects, and Economic Fundamentals: An Analysis of Exchange Rate Dynamics during the Asian Currency Crisis (Kam-hon Chu). 14 Contagion and the Transmission of Financial Crises (Mardi Dungey, Renée Fry, Brenda González-Hermosillo, Vance L. Martin, and Chrismin Tang). 15 The Russian Financial Crisis, U.S. Financial Stock Returns, and the International Monetary Fund (M. Humayun Kabir and M. Kabir Hassan). Part III: Contagion and Emerging Markets. 16 Measuring Bulls and Bears Synchronization in East Asian Stock Markets (Bertrand Candelon, Stefan Straetmans, and Jan Piplack). 17 Linkages between Debt Markets in the United States and Emerging Economies (Guillermo Felices, Christian Grisse, and Jing Yang). 18 Financial Spillovers and Contagion from Mature to Emerging Stock Markets (John Beirne, Guglielmo Maria Caporale, Marianne Schulze-Ghattas, and Nicola Spagnolo). 19 Is There Any Contagion in Emerging Debt Markets (Iuliana Ismailescu and Hossein Kazemi)? 20 Measuring Contagion in Emerging Market Bonds (Irina Bunda, A. Javier Hamann, and Subir Lall). 21 Risk Appetite and Emerging Market Spreads (Martín González-Rozada andEduardo Levy Yeyati). 22 Emerging Countries Sovereign Risk: Balance Sheet Effects, Global Risk Aversion and Contagion (Alicia García Herrero). 23 Responsesof Emerging Countries to the Global Financial Crisis (Tatiana Didier,
- ISBN: 978-0-470-92238-5
- Editorial: John Wiley & Sons
- Encuadernacion: Cartoné
- Páginas: 464
- Fecha Publicación: 02/02/2011
- Nº Volúmenes: 1
- Idioma: Inglés