6533b825fe1ef96bd128268f

RESEARCH PRODUCT

A Dynamic Factor Analysis of Financial Contagion in Asia

Andrea CipolliniAndrea CipolliniGeorge Kapetanios

subject

Financial contagionOut of sampleFinancial economicsDynamic factorEconomics

description

In this paper we compared the performance of country speci…c and regional indicators of reserve adequacy in predicting, out of sample,

https://doi.org/10.2139/ssrn.428620