01147nam0 2200277 450 00001950220081118120016.0082185158620081118d1994----km-y0itay50------baengUSy-------101yyDomain decomposition methods in science and engineeringthe sixth international conference on domain decomposition June 1-19, 1992 Como, ItalyAlfio Quarteroni ... [et al.] editorsProvidenceAmerican mathematical societyc1994XXII, 484 p.26 cmContemporary mathematics1572001Contemporary mathematicsDomain decomposition methods in science and engineering34157515.35320Equazioni differenziali alle derivate parziali.Quarteroni,AlfioInternational conference on domain decomposition<6. ;1992 ;Como>350693ITUNIPARTHENOPE20081118RICAUNIMARC000019502M 515.353/69M 1275DSA2008Domain decomposition methods in science and engineering34157UNIPARTHENOPE05873oam 22012854 450 991096894620332120250426110601.097866128442329781462361816146236181197814527964751452796475978145187366514518736629781282844230128284423710.1596/1813-9450-4995(CKB)1000000000798242(SSID)ssj0000939941(PQKBManifestationID)11502258(PQKBTitleCode)TC0000939941(PQKBWorkID)10946028(PQKB)11019991(OCoLC)694141002(US-djbf)4995(IMF)WPIEE2009219(The World Bank)4995(MiAaPQ)EBC1605937(IMF)WPIEA2009219WPIEA2009219(EXLCZ)99100000000079824220020129d2009 uf 0engurcn|||||||||txtrdacontentcrdamediacrrdacarrierThe Uncertainty Channel of Contagion /Prakash Kannan, Fritzi Köhler-Geib1st ed.Washington, D.C. :International Monetary Fund,2009.1 online resource (38 pages)IMF Working Papers"October 2009."9781451917864 1451917864 Intro -- Contents -- I. Introduction -- II. Related Literature -- III. Model -- A. Environment -- B. Information Structure -- C. Timing -- D. Investor's Problem -- E. Firm's Problem -- F. Endogenizing the Share of Informed Investors -- G. Summary of Model and Testable Hypotheses -- IV. Empirical Analysis -- A. Methodology -- B. Data -- C. Results -- V. Conclusion -- VI. Appendix -- References -- Tables -- 1. Step 1- Effect of Crisis in "Country A" on Uncertainty in "Country B" -- 2. Step 2-Effect of Uncertainty on Probability of Crisis, all Initial Crisis Countries -- 3. Step 2-Effect of uncertainty on probability of crisis, without any interaction -- 4. Marginal Effect of Uncertainty on the Probablity of a Crisis -- 5. Sample of Countries -- 6. List of Variables -- 7. Step 2-Effect of Uncertainty on the Probablity of a Crisis, Restricting Attention to the Mexican, Russian and Thai Crises -- 8. Step 2-Effect of Uncertainty on the Probablity of a Crisis, Additional Control for Common Overexposed Fund Investors -- Figures -- 1. Uncertainty Around the Period of the Thai Crisis -- 2. Uncertainty Around the Period of the Argentine Crisis.The 2007 subprime crisis in the U.S. triggered a succession of financial crises around the globe, reigniting interest in the contagion phenomenon. Not all crises, however, are contagious. This paper models a new channel of contagion where the degree of anticipation of crises, through its impact on investor uncertainty, determines the occurrence of contagion. Incidences of surprise crises lead investors to doubt the accuracy of their informationgathering technology, which endogenously increases the probability of crises elsewhere. Anticipated crisis, instead, have the opposite effect. Importantly, this channel is empirically shown to have an independent effect beyond other contagion channels.IMF Working Papers; Working Paper ;No. 2009/219Financial crisesEconometric modelsContagion (Social psychology)Economic aspectsAsset pricesimfDeflationimfEconomic & financial crises & disastersimfEmerging and frontier financial marketsimfFinanceimfFinance: GeneralimfFinancial CrisesimfFinancial crisesimfFinancial marketsimfFinancial Risk ManagementimfFinancial services industryimfGeneral Financial Markets: General (includes Measurement and Data)imfGeneral issuesimfInflationimfInnovationimfIntellectual Property Rights: GeneralimfMacroeconomicsimfPrice LevelimfPricesimfResearch and DevelopmentimfStock exchangesimfStock marketsimfTechnological ChangeimfTechnologyimfUnited StatesimfFinancial crisesEconometric models.Contagion (Social psychology)Economic aspects.Asset pricesDeflationEconomic & financial crises & disastersEmerging and frontier financial marketsFinanceFinance: GeneralFinancial CrisesFinancial crisesFinancial marketsFinancial Risk ManagementFinancial services industryGeneral Financial Markets: General (includes Measurement and Data)General issuesInflationInnovationIntellectual Property Rights: GeneralMacroeconomicsPrice LevelPricesResearch and DevelopmentStock exchangesStock marketsTechnological ChangeTechnology338.951Kannan Prakash1800219Köhler-Geib Fritzi1815825International Monetary Fund.Research Dept.DcWaIMFBOOK9910968946203321The Uncertainty Channel of Contagion4371357UNINA