The dynamics of global financial crises

Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2002. === Includes bibliographical references (p. 57-58). === This thesis presents a Markov chain model of the transmission of financial crises. Using bilateral trade data and a measure of e...

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Bibliographic Details
Main Author: Amonlirdviman, Kevin, 1975-
Other Authors: Andrew W. Lo.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2005
Subjects:
Online Access:http://hdl.handle.net/1721.1/8516