Browsing by Author "Jacobs, Jan P A M"

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  • Synchronisation of financial crises 

    Dungey, Mardi; Jacobs, Jan P A M; Lestano (CFAP, Cambridge Judge Business School, University of Cambridge, 2005-08)
    This paper develops concordance indices for studying the simultaneous occurrence of financial crises. The indices are designed to cope with these typically low incidence events. This leads us to confine attention to ...