Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks
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DOI: 10.1111/j.1468-0084.2008.00509.x
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- Burdekin, Richard C.K. & Siklos, Pierre L., 2012.
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- Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," CAMA Working Papers 2011-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Richard C. K. Burdekin & Pierre L. Siklos, 2011. "Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010," Working Papers 232011, Hong Kong Institute for Monetary Research.
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- Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
- Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
- Mardi Dungey & Moses Kangogo & Vladimir Volkov, 2022. "Dynamic effects of network exposure on equity markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 569-629, December.
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- Dungey, Mardi & Yalama, Abdullah, 2010. "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers 10447, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.
- Lei Wu & Qingbin Meng & Kuan Xu, 2015.
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"Contagion as a domino effect in global stock markets,"
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- Veysov, Alexander, 2012. "Financial Contagion and Systemic Risk: From Theory to Applicable Macroeconomic Model," MPRA Paper 40612, University Library of Munich, Germany.
- Bartosz Gębka & Dobromił Serwa, 2012. "Liquidity needs, private information, feedback trading: verifying motives to trade," NBP Working Papers 119, Narodowy Bank Polski.
- Kangogo, Moses & Volkov, Vladimir, 2021. "Dynamic effects of network exposure on equity markets," Working Papers 2021-03, University of Tasmania, Tasmanian School of Business and Economics.
- Andres Kuusk & Tiiu Paas, 2010. "Contagion Of Financial Crises With Special Emphasis On Cee Economies: A Metaanalysis," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 66, Faculty of Economics and Business Administration, University of Tartu (Estonia).
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