Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis



RECent Working Papers Series

The 10 most RECent releases are:

No. 14 FORECASTING FINANCIAL CRISES AND CONTAGION IN ASIA USING DYNAMIC
FACTOR ANALYSIS (2008)

A. Cipollini and G. Kapetanios

No. 13 ITALIAN DIASPORA AND FOREIGN DIRECT INVESTMENT: A CLIOMETRIC
PERSPECTIVE (2008)

M. Murat, B. Pistoresi and A. Rinaldi

No. 12 INTERNATIONAL MIGRATION AND THE ROLE OF INSTITUTIONS (2008)

G. Bertocchi and C. Strozzi

No. 11 TRADE SANCTIONS AND GREEN TRADE LIBERALIZATION (2008)

A. Naghavi

No. 10 MEASURING BANK CAPITAL REQUIREMENTS THROUGH DYNAMIC FACTOR ANALYSIS
(2008)

A. Cipollini and G. Missaglia

No. 9 THE EVOLUTION OF CITIZENSHIP: ECONOMIC AND INSTITUTIONAL DETERMINANTS
(2007)

G. Bertocchi and C. Strozzi

No. 8 OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS-
SECTIONS (2007)

M. Forni, D. Giannone, M. Lippi and L. Reichlin

No. 7 DYNAMIC FACTOR ANALYSIS OF INDUSTRY SECTOR DEFAULT RATES AND
IMPLICATION FOR PORTFOLIO CREDIT RISK MODELLING (2007)

A. Cipollini and G. Missaglia

No. 6 LEADING INDICATOR PROPERTIES OF US HIGH-YIELD CREDIT SPREADS (2007)

A. Cipollini and N. Aslanidis

No. 5 THE VANISHING BEQUEST TAX. THE COMPARATIVE EVOLUTION OF BEQUEST
TAXATION IN HISTORICAL PERSPECTIVE (2007)
G. Bertocchi

The full list of available working papers, together with their electronic versions, can be found on
the RECent website:
http://www.recent.unimore.it/workingpapers.asp



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