Finance and Economics Discussion Series: A Rational Expectations Model of Financial Contagion by Matthew Pritsker, Laura E. Kodres

Finance and Economics Discussion Series: A Rational Expectations Model of Financial Contagion

Matthew Pritsker, Laura E. Kodres

46 pages missing pub info (editions)

nonfiction politics
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We develop a multiple rational expectations model of securities prices to explain the determinants of financial market contagion. Although the model allows contagion through several channels, our primary focus is on contagion through cross-market ...

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