Abdurrahman, Korkmaz (2012): The transmission process of financial crises across the emerging markets: an alternative consideration.
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This paper offers an alternative consideration for the transmission process of financial crises across emerging markets. Here, we hypothesized that the interdependence effect could weaken, even disappear completely, and veer during a crisis period as a result of the contagion process. The importance of this hypothesis for the policy implication is also highlighted because it can be validated for many cases by our data.
|Item Type:||MPRA Paper|
|Original Title:||The transmission process of financial crises across the emerging markets: an alternative consideration|
|English Title:||The Transmission Process of Financial Crises across the Emerging Markets: An Alternative Consideration|
|Keywords:||contagion, interdependence, outlier test, financial crisis|
|Subjects:||C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models; Multiple Variables > C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C12 - Hypothesis Testing: General
G - Financial Economics > G0 - General > G01 - Financial Crises
|Depositing User:||Abdurrahman KORKMAZ|
|Date Deposited:||17. Mar 2012 21:13|
|Last Modified:||19. Feb 2013 07:27|
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