Channels of financial contagion

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dc.contributor.advisorCollins, Darylen_ZA
dc.contributor.authorGavron, Shãna Ven_ZA
dc.date.accessioned2015-01-08T19:58:02Z
dc.date.available2015-01-08T19:58:02Z
dc.date.issued2004en_ZA
dc.descriptionIncludes bibliographical references (leaves. 95-106).en_ZA
dc.description.abstractThe 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.identifier.apacitationGavron, S. V. (2004). <i>Channels of financial contagion</i>. (Thesis). University of Cape Town ,Faculty of Commerce ,School of Management Studies. Retrieved from http://hdl.handle.net/11427/11779en_ZA
dc.identifier.chicagocitationGavron, Shãna V. <i>"Channels of financial contagion."</i> Thesis., University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2004. http://hdl.handle.net/11427/11779en_ZA
dc.identifier.citationGavron, S. 2004. Channels of financial contagion. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Gavron, Shãna V AB - 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. DA - 2004 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2004 T1 - Channels of financial contagion TI - Channels of financial contagion UR - http://hdl.handle.net/11427/11779 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/11779
dc.identifier.vancouvercitationGavron SV. Channels of financial contagion. [Thesis]. University of Cape Town ,Faculty of Commerce ,School of Management Studies, 2004 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/11779en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentSchool of Management Studiesen_ZA
dc.publisher.facultyFaculty of Commerceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherFinanceen_ZA
dc.titleChannels of financial contagionen_ZA
dc.typeMaster Thesis
dc.type.qualificationlevelMasters
dc.type.qualificationnameMBusScen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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