๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Financial Market Crises and Natural Resource Production

โœ Scribed by JAMES R. BROWN; LAUREN C. LAX; BRUCE C. PETERSEN


Book ID
111084624
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
948 KB
Volume
10
Category
Article
ISSN
1369-412X

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## Abstract An empirical model of multiple asset classes across countries is formulated in a latent factor framework. A special feature of the model is that financial market linkages during periods of financial crises, including spillover and contagion effects, are formally specified. The model als