Can bank be a source of contagion during the 1997 Asian crisis?

Journal of Banking and Finance

Volumn 28, Issue 2, 2004, Pages 399-421

  Tai, Chu Sheng ^a  

^a TEXAS A AND M UNIVERSITY KINGSVILLE   (United States)

Author keywords

Bank; Contagion; Multivariate GARCH M; Risk premium; Spillover

Indexed keywords

EID: 0347530037     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00195-X     Document Type: Article

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