-
2
-
-
78049526759
-
Standard & Poor's 500 stock price index futures
-
Available at (Chapter 351), Anon.
-
Anon. Standard & Poor's 500 stock price index futures. Chicago Mercantile Exchange Rulebook 2009, Available at http://www.cmegroup.com/tools-information/CMErulebook.html (Chapter 351).
-
(2009)
Chicago Mercantile Exchange Rulebook
-
-
-
3
-
-
21144459104
-
Correlation curves: measures of association as functions of covariate values
-
Bjerve S., Doksum K. Correlation curves: measures of association as functions of covariate values. Ann. Stat. 1993, 21:890-902.
-
(1993)
Ann. Stat.
, vol.21
, pp. 890-902
-
-
Bjerve, S.1
Doksum, K.2
-
4
-
-
78049528983
-
-
Pitfalls in tests for changes in correlations, technical reports. Working Paper. Board of Governors of the Federal Reserve System.
-
Boyer, B., Gibson, M., Loretan, M., 1999. Pitfalls in tests for changes in correlations, technical reports. Working Paper. Board of Governors of the Federal Reserve System.
-
(1999)
-
-
Boyer, B.1
Gibson, M.2
Loretan, M.3
-
5
-
-
58149329876
-
Framework for analyzing spatial contagion between financial markets
-
Bradley B., Taqqu M. Framework for analyzing spatial contagion between financial markets. Finance Lett. 2004, 2:8-15.
-
(2004)
Finance Lett.
, vol.2
, pp. 8-15
-
-
Bradley, B.1
Taqqu, M.2
-
6
-
-
78049529374
-
How to estimate spatial contagion between financial markets
-
Bradley B., Taqqu M. How to estimate spatial contagion between financial markets. Finance Lett. 2005, 3:64-76.
-
(2005)
Finance Lett.
, vol.3
, pp. 64-76
-
-
Bradley, B.1
Taqqu, M.2
-
7
-
-
58149339353
-
Empirical evidence on spatial contagion between financial markets
-
Bradley B., Taqqu M. Empirical evidence on spatial contagion between financial markets. Finance Lett. 2005, 3:77-86.
-
(2005)
Finance Lett.
, vol.3
, pp. 77-86
-
-
Bradley, B.1
Taqqu, M.2
-
8
-
-
0034035847
-
Rational contagion and the globalization of securities markets
-
Calvo G., Mendoza E. Rational contagion and the globalization of securities markets. J. Int. Econ. 2000, 51:79-113.
-
(2000)
J. Int. Econ.
, vol.51
, pp. 79-113
-
-
Calvo, G.1
Mendoza, E.2
-
9
-
-
78049526842
-
-
Trade and financial contagion in currency crises. Working Paper. IMF.
-
Caramazza, F., Ricci, L., Ranil Salgado, R., 2000. Trade and financial contagion in currency crises. Working Paper. IMF.
-
(2000)
-
-
Caramazza, F.1
Ricci, L.2
Ranil Salgado, R.3
-
10
-
-
33845213461
-
International financial contagion and the fund-a theoretical framework
-
Clark P.B., Huang H. International financial contagion and the fund-a theoretical framework. Open Econ. Rev. 2006, 17:399-422.
-
(2006)
Open Econ. Rev.
, vol.17
, pp. 399-422
-
-
Clark, P.B.1
Huang, H.2
-
11
-
-
79959880014
-
Further evidence on equity market contagion: the FSLIC's solvency and liquidity crisis
-
Cooperman E.S., Wolfe G.A., Verbrugge J.A., Lee W.B. Further evidence on equity market contagion: the FSLIC's solvency and liquidity crisis. Financ. Rev. 1998, 33:93-107.
-
(1998)
Financ. Rev.
, vol.33
, pp. 93-107
-
-
Cooperman, E.S.1
Wolfe, G.A.2
Verbrugge, J.A.3
Lee, W.B.4
-
12
-
-
78049526903
-
-
Testing for contagion using correlations: some words of caution. Working Paper. Federal Reserve Bank of San Francisco.
-
Dungey, M., Zhumabekova, D., 2001. Testing for contagion using correlations: some words of caution. Working Paper. Federal Reserve Bank of San Francisco.
-
(2001)
-
-
Dungey, M.1
Zhumabekova, D.2
-
13
-
-
78049528403
-
-
Contagion. Working Paper. National Bureau of Economic Research.
-
Edwards, S., 2000. Contagion. Working Paper. National Bureau of Economic Research.
-
(2000)
-
-
Edwards, S.1
-
14
-
-
0042872981
-
Stock market closure and intraday stock index futures market volatility: " contagion" , bid-ask bias or both?
-
Fong K., Frino A. Stock market closure and intraday stock index futures market volatility: " contagion" , bid-ask bias or both?. Pacific-Basin Finance J. 2001, 9:219-232.
-
(2001)
Pacific-Basin Finance J.
, vol.9
, pp. 219-232
-
-
Fong, K.1
Frino, A.2
-
15
-
-
0006602371
-
Measuring contagion: conceptual and empirical issues
-
Springer, New York, S. Claessens, K. Forbes (Eds.)
-
Forbes K., Rigobon R. Measuring contagion: conceptual and empirical issues. International Financial Contagion 2001, Springer, New York. S. Claessens, K. Forbes (Eds.).
-
(2001)
International Financial Contagion
-
-
Forbes, K.1
Rigobon, R.2
-
16
-
-
0003350474
-
No contagion, only interdependence: measuring stock market comovements
-
Forbes K., Rigobon R. No contagion, only interdependence: measuring stock market comovements. J. Finance 2002, 57:2223-2261.
-
(2002)
J. Finance
, vol.57
, pp. 2223-2261
-
-
Forbes, K.1
Rigobon, R.2
-
17
-
-
0037399454
-
On currency crises and contagion
-
Fratzscher M On currency crises and contagion. Int. J. Finance Econ. 2003, 8:109-129.
-
(2003)
Int. J. Finance Econ.
, vol.8
, pp. 109-129
-
-
Fratzscher, M.1
-
18
-
-
0003623241
-
-
Institute for International Finance, Washington, DC
-
Goldstein M., Kaminsky G., Reinhart C. Assessing Financial Vulnerability: An Early Warning System for Emerging Markets 1999, Institute for International Finance, Washington, DC.
-
(1999)
Assessing Financial Vulnerability: An Early Warning System for Emerging Markets
-
-
Goldstein, M.1
Kaminsky, G.2
Reinhart, C.3
-
20
-
-
8844286845
-
International equity market integration: theory, evidence, and implications
-
Kearney C., Lucey B.M. International equity market integration: theory, evidence, and implications. Int. Rev. Financ. Anal. 2004, 13:571-583.
-
(2004)
Int. Rev. Financ. Anal.
, vol.13
, pp. 571-583
-
-
Kearney, C.1
Lucey, B.M.2
-
21
-
-
0013067956
-
A rational expectations model of financial contagion
-
Kodres L., Pritsker M. A rational expectations model of financial contagion. J. Finance 2002, 57:769-800.
-
(2002)
J. Finance
, vol.57
, pp. 769-800
-
-
Kodres, L.1
Pritsker, M.2
-
22
-
-
0038205588
-
Delaying the inevitable: optimal interest rate defense and BOP crises
-
Lahiri A., Végh C. Delaying the inevitable: optimal interest rate defense and BOP crises. J. Polit. Econ. 2003, 111:404-424.
-
(2003)
J. Polit. Econ.
, vol.111
, pp. 404-424
-
-
Lahiri, A.1
Végh, C.2
-
24
-
-
7544242629
-
The adaptive markets hypothesis, market efficiency from an evolutionary perspective
-
Lo A.W. The adaptive markets hypothesis, market efficiency from an evolutionary perspective. J. Portf. Manag. 2004, 30:15-29.
-
(2004)
J. Portf. Manag.
, vol.30
, pp. 15-29
-
-
Lo, A.W.1
-
25
-
-
78049530001
-
-
Contagion: monsoonal effects, spillovers and jumps between multiple equilibria. Working Paper. IMF.
-
Masson, P., 1998. Contagion: monsoonal effects, spillovers and jumps between multiple equilibria. Working Paper. IMF.
-
(1998)
-
-
Masson, P.1
-
26
-
-
78049528501
-
-
Partial correlation curves. Working Paper. University of California-Berkeley.
-
Mathur, A., 1998. Partial correlation curves. Working Paper. University of California-Berkeley.
-
(1998)
-
-
Mathur, A.1
-
28
-
-
0034165316
-
Volatility spillover effect from Japan and the US to the Pacific-Basin
-
Ng A. Volatility spillover effect from Japan and the US to the Pacific-Basin. J. Int. Money Finance 2000, 19:207-233.
-
(2000)
J. Int. Money Finance
, vol.19
, pp. 207-233
-
-
Ng, A.1
-
29
-
-
57749196508
-
The financial/economic dichotomy in social behavioral dynamics
-
Prechter R.R., Parker W.D. The financial/economic dichotomy in social behavioral dynamics. J. Behav. Finance 2007, 8:84-108.
-
(2007)
J. Behav. Finance
, vol.8
, pp. 84-108
-
-
Prechter, R.R.1
Parker, W.D.2
-
30
-
-
78049530682
-
-
Short term capital flows. Working Paper. National Bureau of Economic Research.
-
Rodrik, D., Velasco, A., 1999. Short term capital flows. Working Paper. National Bureau of Economic Research.
-
(1999)
-
-
Rodrik, D.1
Velasco, A.2
-
31
-
-
34247183283
-
Measuring financial contagion: a copula approach
-
Rodriguez J.C. Measuring financial contagion: a copula approach. J. Empir. Finance 2007, 14:401-423.
-
(2007)
J. Empir. Finance
, vol.14
, pp. 401-423
-
-
Rodriguez, J.C.1
-
32
-
-
0002307601
-
The limits of arbitrage
-
Shleifer A., Vishny R. The limits of arbitrage. J. Finance 1997, 52:35-55.
-
(1997)
J. Finance
, vol.52
, pp. 35-55
-
-
Shleifer, A.1
Vishny, R.2
-
33
-
-
0041363114
-
Looking for contagion in currency futures markets
-
Tai C.-S. Looking for contagion in currency futures markets. J. Futures Mark. 2003, 23:957-988.
-
(2003)
J. Futures Mark.
, vol.23
, pp. 957-988
-
-
Tai, C.-S.1
-
34
-
-
78049528196
-
-
Emerging market contagion: evidence and theory. Working Paper. Banco Central de Chile.
-
Valdes, R., 1998. Emerging market contagion: evidence and theory. Working Paper. Banco Central de Chile.
-
(1998)
-
-
Valdes, R.1
-
35
-
-
0348002876
-
Financial contagion and international portfolio flows
-
Van Royen A.S. Financial contagion and international portfolio flows. Financ. Analysts J. 2002, 58:35-50.
-
(2002)
Financ. Analysts J.
, vol.58
, pp. 35-50
-
-
Van Royen, A.S.1
|