EconPapers    
Economics at your fingertips  
 

BEYOND FINANCIAL CONTAGION, NEGATIVE EFFECTS ABNORMALITIES DETECTION

Bradut-Vasile Bolos ()
Additional contact information
Bradut-Vasile Bolos: Universitatea “Petru Maior” din Tîrgu–Mures Str. Nicolae Iorga, nr.1, Tîrgu – Mures, MURES, 540088, România)

STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA, 2012, vol. 1/2012, 88-98

Abstract: Financial contagion is a special case of economic abnormality. Starting from this assumption, the rational conclusion is that such abnormalities could be detected if recognized as such and defined. Detection of possible abnormalities could be done using moving averages on bankruptcies and number of companies' data series.

Keywords: Financial contagion; economic abnormality; moving averages (search for similar items in EconPapers)
JEL-codes: D59 F49 (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.upm.ro/facultati_departamente/ea/RePEc/ ... economica1201_06.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pmu:oecono:v:1/2012:y:2012:p:88-98

Access Statistics for this article

More articles in STUDIA UNIVERSITATIS PETRU MAIOR SERIES OECONOMICA from Petru Maior University, Faculty of Economics Law and Administrative Sciences Contact information at EDIRC.
Bibliographic data for series maintained by Bogdan Voaidas ( this e-mail address is bad, please contact ).

 
Page updated 2025-03-19
Handle: RePEc:pmu:oecono:v:1/2012:y:2012:p:88-98