CEU eTD Collection (2007); Ianko, Cristina Susana: Contagion versus fundamentals in a panel data framework - an analysis of the latest international financial crises

CEU Electronic Theses and Dissertations, 2007
Author Ianko, Cristina Susana
Title Contagion versus fundamentals in a panel data framework - an analysis of the latest international financial crises
Summary The analysis below uses a Probit model to test for the probability of crisis occurrence, using a balanced panel data for 21 countries from Latin America and Asia, for a period of 31 years. The results show a strong significant impact of contagion, in addition for the effect of weak fundamentals.
Supervisor Horvath Julius, Chassamboulli Andri
Department Economics MA
Full texthttps://www.etd.ceu.edu/2007/c05iac01.pdf

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