Beyond Financial Contagion, Negative Effects Abnormalities Detection

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

Acta Marisiensis. Series Oeconomica, 2012, vol. 1, 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
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Persistent link: https://EconPapers.repec.org/RePEc:pmu:oecono:v:1:y:2012:p:88-98

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