Channels of financial contagion

 

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dc.contributor.advisor Collins, Daryl en_ZA
dc.contributor.author Gavron, Shãna V en_ZA
dc.date.accessioned 2015-01-08T19:58:02Z
dc.date.available 2015-01-08T19:58:02Z
dc.date.issued 2004 en_ZA
dc.identifier.citation Gavron, S. 2004. Channels of financial contagion. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/11779
dc.description Includes bibliographical references (leaves. 95-106). en_ZA
dc.description.abstract The current contagion literature does not definitely conclude which channels of financial contagion are the most significant in transmitting crises between countries. This paper sets out to fill this gap empirically by determining which contagion channels significantly increase the probability of an incidence of contagion between stock markets. The paper initially establishes the occurrence of contagion across 42 countries during nine economic and/or financial events. It identifies potential channels and classifies them either as channels that spread contagion via weak economic fundamentals, as channels that spread contagion via economic and/or financial links or as channels that spread contagion via investor behaviour. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Finance en_ZA
dc.title Channels of financial contagion en_ZA
dc.type Thesis / Dissertation en_ZA
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Commerce en_ZA
dc.publisher.department School of Management Studies en_ZA
dc.type.qualificationlevel Masters en_ZA
dc.type.qualificationname MBusSc en_ZA
uct.type.filetype Text
uct.type.filetype Image


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