-
1
-
-
33645925427
-
-
Arestis, P., Caporale, G. M., & Cipollini, A. (2003). Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis. Working Paper no. 370. The Levy Economics Institute of Bard College.
-
-
-
-
2
-
-
33645952429
-
-
Baig, T., & Goldfajn, I. (1998). Financial market contagion in the Asian crisis. IMF Working Paper no. 98/155.
-
-
-
-
3
-
-
33645910268
-
-
Basu, R. (2002). Financial contagion and investor 'learning': An empirical investigation. IMF Working Paper no. 02/218.
-
-
-
-
4
-
-
0141457789
-
Contagion and interdependence in stock markets: Have they been misdiagnosed?
-
Billio M., and Pelizzon L. Contagion and interdependence in stock markets: Have they been misdiagnosed?. Journal of Economics and Business 55 (2003) 405-426
-
(2003)
Journal of Economics and Business
, vol.55
, pp. 405-426
-
-
Billio, M.1
Pelizzon, L.2
-
5
-
-
34848900983
-
ARCH modeling in finance: A review of the theory and empirical evidence
-
Bollerslev T., Chou R.Y., and Kroner K.F. ARCH modeling in finance: A review of the theory and empirical evidence. Journal of Econometrics 52 (1992) 5-59
-
(1992)
Journal of Econometrics
, vol.52
, pp. 5-59
-
-
Bollerslev, T.1
Chou, R.Y.2
Kroner, K.F.3
-
6
-
-
0141836372
-
Are financial crises becoming more contagious? What is the historical evidence on contagion?
-
Claessens S., and Forbes K. (Eds), Kluwer Academic Publishers
-
Bordo M.D., and Murshid A.P. Are financial crises becoming more contagious? What is the historical evidence on contagion?. In: Claessens S., and Forbes K. (Eds). International financial contagion (2001), Kluwer Academic Publishers
-
(2001)
International financial contagion
-
-
Bordo, M.D.1
Murshid, A.P.2
-
7
-
-
0034035847
-
Rational contagion and the globalization of securities market
-
Calvo G., and Mendoza E. Rational contagion and the globalization of securities market. Journal of International Economics 51 (2000) 79-113
-
(2000)
Journal of International Economics
, vol.51
, pp. 79-113
-
-
Calvo, G.1
Mendoza, E.2
-
8
-
-
33645920707
-
-
Chang, R., & Velasco, A. (1998). The Asian liquidity crisis. NBER Working Paper Series no. W6796, November.
-
-
-
-
9
-
-
33645940321
-
-
Chiang, T., Cho, S. Y., Jeon, B., & Li, H. (2004). Sovereign credit rating changes, stock markets, and the 1997 Asian crisis. Working Paper. Drexel University, Pheladelphia, PA.
-
-
-
-
10
-
-
33645953369
-
-
Chiang, T., Jeon, B., & Li, H. (2006). Dynamic correlation analysis of financial contagion: Evidence from Asian markets. Journal of International Money and Finance, (forthcoming).
-
-
-
-
11
-
-
0002562837
-
Contagion: Why crises spread and how this can be stopped
-
Claessens S., and Forbes K. (Eds), Kluwer Academic Publishers
-
Claessens S., Dornbusch R., and Park Y.C. Contagion: Why crises spread and how this can be stopped. In: Claessens S., and Forbes K. (Eds). International financial contagion (2001), Kluwer Academic Publishers
-
(2001)
International financial contagion
-
-
Claessens, S.1
Dornbusch, R.2
Park, Y.C.3
-
12
-
-
0037212429
-
International equity market comovements: Economic fundamentals or contagion?
-
Connolly R.A., and Wang F.A. International equity market comovements: Economic fundamentals or contagion?. Pacific-Basin Finance Journal 11 (2003) 23-43
-
(2003)
Pacific-Basin Finance Journal
, vol.11
, pp. 23-43
-
-
Connolly, R.A.1
Wang, F.A.2
-
13
-
-
33645914177
-
-
Corsetti, G., Pericoli, M., & Sbracia, M. (2002). Some contagion, some interdependence: More pitfalls in tests of financial contagion. CEPR Working Paper no. 3310.
-
-
-
-
14
-
-
0001977792
-
Speculative attacks on pegged exchange rates: An empirical exploration with special reference to the European monetary system
-
Canzoneri M., Ethier W., and Grilli V. (Eds), Cambridge University Press
-
Eichengreen B., Rose A., and Wyplosz C. Speculative attacks on pegged exchange rates: An empirical exploration with special reference to the European monetary system. In: Canzoneri M., Ethier W., and Grilli V. (Eds). The new transatlantic economy (1996), Cambridge University Press
-
(1996)
The new transatlantic economy
-
-
Eichengreen, B.1
Rose, A.2
Wyplosz, C.3
-
15
-
-
33645914496
-
-
Forbes, K. (2000). The Asian flu and Russian virus: Firm-level evidence on how crises are transmitted internationally. NBER Working Paper no. W7808, July.
-
-
-
-
16
-
-
0003350474
-
No contagion only interdependence: Measuring stock market comovements
-
Forbes K., and Rigobon R. No contagion only interdependence: Measuring stock market comovements. The Journal of Finance LVII 5 (2002) 2223-2261
-
(2002)
The Journal of Finance
, vol.LVII
, Issue.5
, pp. 2223-2261
-
-
Forbes, K.1
Rigobon, R.2
-
17
-
-
0003204944
-
Crisis, contagion, and country funds: Effects on East Asia and Latin America
-
Glick R. (Ed), Cambridge University Press
-
Frankel J., and Schmukler S. Crisis, contagion, and country funds: Effects on East Asia and Latin America. In: Glick R. (Ed). Managing capital flows and exchange rates (1998), Cambridge University Press
-
(1998)
Managing capital flows and exchange rates
-
-
Frankel, J.1
Schmukler, S.2
-
19
-
-
0038433661
-
Contagion and trade: Why are currency crises regional?
-
Agenor P.R., Miller M., Vines D., and Weber A. (Eds), Cambridge University Press, Cambridge, UK
-
Glick R., and Rose A.K. Contagion and trade: Why are currency crises regional?. In: Agenor P.R., Miller M., Vines D., and Weber A. (Eds). The Asian financial crisis: Causes, contagion, and consequences (1999), Cambridge University Press, Cambridge, UK 284-311
-
(1999)
The Asian financial crisis: Causes, contagion, and consequences
, pp. 284-311
-
-
Glick, R.1
Rose, A.K.2
-
20
-
-
33645922815
-
-
International Monetary Fund (1999). World Economic Outlook, Washington, DC, May.
-
-
-
-
21
-
-
33645897095
-
-
International Monetary Fund (2001). IMF Survey, January 22.
-
-
-
-
22
-
-
0043015955
-
The impact of the Asian financial crisis on foreign exchange market efficiency: The cast of East Asian countries
-
Jeon B.N., and Seo B. The impact of the Asian financial crisis on foreign exchange market efficiency: The cast of East Asian countries. Pacific-Basin Finance Journal 11 (2003) 509-525
-
(2003)
Pacific-Basin Finance Journal
, vol.11
, pp. 509-525
-
-
Jeon, B.N.1
Seo, B.2
-
23
-
-
33645939608
-
-
Kaminsky, G., Lyons, R. K., & Schmukler, S. L. (2000). Managers, investors, and crises: Mutual fund strategies in emerging markets. World Bank Policy Research Working Paper no. 2399, July.
-
-
-
-
25
-
-
0013067956
-
A rational expectations model of financial contagion
-
Kodres L.E., and Pritsker M. A rational expectations model of financial contagion. The Journal of Finance LVII 2 (2002) 769-799
-
(2002)
The Journal of Finance
, vol.LVII
, Issue.2
, pp. 769-799
-
-
Kodres, L.E.1
Pritsker, M.2
-
26
-
-
33645928332
-
-
Krugman, P. (2001). Crisis: The next generation. Paper presented at the conference in honor of Assaf Razin, Tel Aviv, Israel, March 25-26.
-
-
-
-
27
-
-
0011366180
-
Contagion as a wealth effect
-
Kyle A., and Xiong W. Contagion as a wealth effect. The Journal of Finance LVI 4 (2001) 1401-1440
-
(2001)
The Journal of Finance
, vol.LVI
, Issue.4
, pp. 1401-1440
-
-
Kyle, A.1
Xiong, W.2
-
28
-
-
0002992473
-
The channels for financial contagion
-
Claessens S., and Forbes K. (Eds), Kluwer Academic Publishers
-
Pritsker M. The channels for financial contagion. In: Claessens S., and Forbes K. (Eds). International financial contagion (2001), Kluwer Academic Publishers
-
(2001)
International financial contagion
-
-
Pritsker, M.1
-
29
-
-
33645948835
-
-
Radelet, S., & Sachs, J. (1998). The onset of the East Asian financial crisis. NBER Working Paper no. 6680, August. Cambridge, MA.
-
-
-
-
30
-
-
33645956805
-
-
Sachs, J., Tornell, A., & Velasco, A. (1995). Financial crises in emerging markets: The lessons from 1995. NBER Working Paper no. 5576.
-
-
-
-
31
-
-
33645920381
-
-
Taylor, M. P. (1999). Asset price bubbles, risky lending and the East Asian crisis. Working Paper, November. Center for Financial Studies, Warwick Business School, University of Warwick.
-
-
-
-
33
-
-
33645932056
-
-
Wolf, H. (1999). International asset price and capital flow comovements during crisis: The role of contagion, demonstration effects and fundamentals. Prepared for Capital Flows, Financial Crisis, and Policies Conference, April 15-16.
-
-
-
|