The uncertainty channel of contagion /

The 2007 subprime crisis in the U.S. triggered a succession of financial crises around the globe, reigniting interest in the contagion phenomenon. Not all crises, however, are contagious. This paper models a new channel of contagion where the degree of anticipation of crises, through its impact on i...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Kannan, Prakash (Autor), Köhler-Geib, Fritzi (Autor)
Autor Corporativo: International Monetary Fund. Research Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2009.
Colección:IMF working paper ; WP/09/219.
Temas:
Financial crises > Econometric models.
Contagion (Social psychology) > Economic aspects.
Contagion sociale > Aspect économique.
Financial crises > Econometric models
Acceso en línea:Texto completo

MARC

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245 1 4 |a The uncertainty channel of contagion /  |c prepared by Prakash Kannan and Fritzi Köhler-Geib. 
260 |a [Washington, D.C.] :  |b International Monetary Fund,  |c ©2009. 
300 |a 1 online resource (40 pages) :  |b color illustrations 
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490 1 |a IMF working paper,  |x 2227-8885 ;  |v WP/09/219 
504 |a Includes bibliographical references (pages 39-40). 
520 3 |a The 2007 subprime crisis in the U.S. triggered a succession of financial crises around the globe, reigniting interest in the contagion phenomenon. Not all crises, however, are contagious. This paper models a new channel of contagion where the degree of anticipation of crises, through its impact on investor uncertainty, determines the occurrence of contagion. Incidences of surprise crises lead investors to doubt the accuracy of their information gathering technology, which endogenously increases the probability of crises elsewhere. Anticipated crisis, instead, have the opposite effect. Importantly, this channel is empirically shown to have an independent effect beyond other contagion channels. 
588 0 |a Print version record. 
506 |3 Use copy  |f Restrictions unspecified  |2 star  |5 MiAaHDL 
533 |a Electronic reproduction.  |b [Place of publication not identified] :  |c HathiTrust Digital Library,  |d 2011.  |5 MiAaHDL 
538 |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.  |u http://purl.oclc.org/DLF/benchrepro0212  |5 MiAaHDL 
583 1 |a digitized  |c 2011  |h HathiTrust Digital Library  |l committed to preserve  |2 pda  |5 MiAaHDL 
505 0 |a Cover Page; Title Page; Copyright Page; Contents; I. Introduction; 1. Uncertainty Around the Period of the Thai Crisis; 2. Uncertainty Around the Period of the Argentine Crisis; II. Related Literature; III. Model; A. Environment; B. Information Structure; C. Timing; D. Investor's Problem; E. Firm's Problem; F. Endogenizing the Share of Informed Investors; G. Summary of Model and Testable Hypotheses; IV. Empirical Analysis; A. Methodology; B. Data; C. Results; 1. Step 1-Effect of Crisis in "Country A" on Uncertainty in "Country B." 
505 8 |a 2. Step 2-Effect of Uncertainty on Probability of Crisis, all Initial Crisis Countries3. Step 2-Effect of uncertainty on probability of crisis, without any interaction; 4. Marginal Effect of Uncertainty on the Probablity of a Crisis; V. Conclusion; VI. Appendix; 5. Sample of Countries; 6. List of Variables; 7. Step 2-Effect of Uncertainty on the Probablity of a Crisis, Restricting Attention to the Mexican, Russian and Thai Crises; 8. Step 2-Effect of Uncertainty on the Probablity of a Crisis, Additional Control for Common Overexposed Fund Investors; References; Footnotes. 
546 |a English. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Financial crises  |x Econometric models. 
650 0 |a Contagion (Social psychology)  |x Economic aspects. 
650 6 |a Contagion sociale  |x Aspect économique. 
650 7 |a Financial crises  |x Econometric models  |2 fast 
700 1 |a Köhler-Geib, Fritzi,  |e author. 
710 2 |a International Monetary Fund.  |b Research Department. 
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776 0 8 |i Print version:  |a Kannan, Prakash.  |t Uncertainty channel of contagion.  |d [Washington, D.C.] : International Monetary Fund, ©2009  |w (OCoLC)575326829 
830 0 |a IMF working paper ;  |v WP/09/219. 
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