Determining financial crises is a hard procedure to do. Financial crises are still exanimate an essential phenomenon known for its international influence and scope and its propagation indistinctively across developed and developing countries. There is no apparent consensus among researchers as to the adequate approach to adopt in order to test out contagion. In this paper, we develop a contagion-assessment model. We analyse the extreme dependence structure, stemming from the characteristics of the financialasset model to which we propose to add the copula functions in order to take into consideration the dependence structure present among the various increments. Moreover, we analyse the dependence relationship existing between financial markets productivity. To this end, we consider the studentcopula. This work shows nature of tail dependence which is an important dimension of contagion. Here, we propose to develop a contagionassessment model.
Key Words: Financial Crises, Contagion, Copulas.
Total Reviews: 0
Price:$9.99
March 2020 (International Review of Business Research Papers) → Ethical Factors Affecting the Financial Market: A Study from Bangladesh Perspectives
March 2020 (International Review of Business Research Papers) → Female Labor Force Participation with Adverse Shocks: The Case of Rural Households in Bangladesh
September 2016 (Journal of Modern Science and Technology) → Cost Effective Decisions on Service Rate at a Customer Care Centre with Multi-Server Queuing Model
September 2017 (International Review of Business Research Papers) → Remittance, Exchange Rate and Dutch Disease: The Case of Bangladesh
$9.99
July 2015 (Journal of Business and Policy Research) → Perceived Importance of Defensive Marketing Strategies Before and After Competitor Entry: Does Nationality Matter?
$9.99
Reviews
There are no reviews yet.