The dynamics of global financial crises
Name
53833556-MIT.pdf
Description
Full printable version
Size
1.61 MB
Format
Adobe PDF
Checksum (MD5)
d19f99c5ef3c475ba87a7d99c6bd84ad
Author(s)
Kumar, Rishi, 1979-
Advisor(s)
Andrew Lo.
Date Issued
2003
Publisher
Massachusetts Institute of Technology
Abstract
This research aims to develop a Markov chain model of the transmission of financial crises. It uses a mathematical programming framework to determine the transition probabilities that describe the crisis dynamics. The framework allows for modelling and comparing various channels of contagion, such as investments and bilateral trade.
Description
Thesis (M.Eng. and S.B.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2003.
Includes bibliographical references (p. 43-44).
Subjects
Electrical Engineering and Computer Science.
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
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