Now showing items 1-4 of 4
Testing the hypothesis of contagion using multivariate volatility models
The aim of this paper is to test whether or not there was evidence of contagion across the various financial crises that assailed some countries in the 1990s. Data on sovereign debt bonds for Brazil, Mexico, Russia and ...
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
This article investigates the existence of contagion between countries on the basis of an analysis of returns for stock indices over the period 1994-2003. The economic methodology used is that of multivariate GARCH family ...
Crises financeira nos anos 1990 e poupança externa
Differently of what says conventional economic analysis, the cause of the 1990s financial crises in Mexico, Asia, Brazil and Argentina was not primarily fiscal, but the decision of governments to grow with foreign savings, ...
Crises financeiras recentes e poupança externa
A Década de 90 foi Marcada Pela Ocorrência de Crises Financeiras. este Trabalho Investiga a Ligação entre a Recorrência À Poupança Externa, a Deterioração das Restrições de Solvência e Liquidez e a Eclosão das Crises Financeiras.