| dc.contributor.advisor | Andrew W. Lo. | en_US |
| dc.contributor.author | Amonlirdviman, Kevin, 1975- | en_US |
| dc.contributor.other | Massachusetts Institute of Technology. Operations Research Center. | en_US |
| dc.date.accessioned | 2005-08-23T20:46:53Z | |
| dc.date.available | 2005-08-23T20:46:53Z | |
| dc.date.copyright | 2002 | en_US |
| dc.date.issued | 2002 | en_US |
| dc.identifier.uri | http://hdl.handle.net/1721.1/8516 | |
| dc.description | Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2002. | en_US |
| dc.description | Includes bibliographical references (p. 57-58). | en_US |
| dc.description.abstract | This thesis presents a Markov chain model of the transmission of financial crises. Using bilateral trade data and a measure of exchange market pressure, it develops a method to determine a set of transition probabilities that describe the crisis transmission dynamics. The dynamics are characterized by one month conditional crisis probabilities and the probability of a crisis occurring within one year. Calculations of the transition probabilities for a three country example suggest that minor trading partners can increase the likelihood of a crisis in the home country through their effect on major trading partners. | en_US |
| dc.description.statementofresponsibility | by Kevin Amonlirdviman. | en_US |
| dc.format.extent | 58 p. | en_US |
| dc.format.extent | 3090367 bytes | |
| dc.format.extent | 3090123 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.format.mimetype | application/pdf | |
| dc.language.iso | eng | en_US |
| dc.publisher | Massachusetts Institute of Technology | en_US |
| dc.rights | M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. | en_US |
| dc.rights.uri | http://dspace.mit.edu/handle/1721.1/7582 | |
| dc.subject | Operations Research Center. | en_US |
| dc.title | The dynamics of global financial crises | en_US |
| dc.type | Thesis | en_US |
| dc.description.degree | S.M. | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Operations Research Center | |
| dc.contributor.department | Sloan School of Management | |
| dc.identifier.oclc | 50777338 | en_US |
