Essays about: "Dinh-vinh Vo"

Found 1 essay containing the words Dinh-vinh Vo.

  1. 1. A COEXCEEDANCE APPROACH ON FINANCIAL CONTAGION

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Dinh-Vinh Vo; [2013]
    Keywords : financial contagion; coexceedance; regional macro-finance variables; global shocks; multinomial logit model.; Business and Economics;

    Abstract : The paper sheds light on financial contagion within the Euro Area and Asia, and contagion from the Euro Area to Asia during two recent crises: the global financial crisis and European sovereign debt crisis. Applying the multinomial logit regression model, the paper investigates how the macro-finance variables affect the coincidence of extreme negative returns (coexceedances). READ MORE