Contagion and causality: An empirical investigation of four Asian crisis episodes

Journal of International Financial Markets, Institutions and Money

Volumn 13, Issue 2, 2003, Pages 171-186

  Sander, Harald ^a   Kleimeier, Stefanie ^b  

^a Campus Deutz   (Germany)

^b MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Cointegration; Contagion; Granger causality

Indexed keywords

EID: 0037375599     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(02)00043-4     Document Type: Article

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