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Empirical modelling of contagion: a review of methodologies |
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| Authors: | Mardi Dungey Renée Fry Brenda González-Hermosillo Vance L Martin |
| Institution: | 1. Economics Division , Research School of Pacific and Asian Studies, HC Coombs Building, Australian National University , ACT 0200, Australia;2. CERF , Cambridge University , Cambridge, UK;3. Economics Division , Research School of Pacific and Asian Studies, HC Coombs Building, Australian National University , ACT 0200, Australia;4. International Monetary Fund;5. University of Melbourne , Melbourne, Australia |
| Abstract: | Chris Attfield, Michaela Glod and Jessica James suggest an approach to optimize hedging decisions for foreign exchange investments. |
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